Intertrust Nv GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1146 | 10.89 | |
| 0.0754 | 6.36 | |
| 0.8195 | 77.26 | |
| 0.2101 | 7.30 |
Estimation Period:
Oct 15, 2015 to Dec 23, 2022
Oct 15, 2015 to Dec 23, 2022
News Impact Curve
Volatility Forecasts
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