Iraq Stock Exchange Index GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0727 | 9.01 | |
| 0.1780 | 8.73 | |
| 0.6010 | 34.37 | |
| 0.4419 | 3.76 |
Estimation Period:
Sep 2, 2009 to Aug 2, 2019
Sep 2, 2009 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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