Banco Itau Chile SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1396 | 17.69 | |
| 0.0722 | 16.57 | |
| 0.8720 | 262.56 | |
| 0.0826 | 7.91 |
Estimation Period:
Nov 3, 2004 to Mar 22, 2024
Nov 3, 2004 to Mar 22, 2024
News Impact Curve
Volatility Forecasts
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