Intervest SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0723 | 16.65 | |
| 0.1369 | 16.82 | |
| 0.8412 | 208.07 | |
| 0.0136 | 0.83 |
Estimation Period:
Mar 11, 1999 to Apr 26, 2024
Mar 11, 1999 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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