Itesoft SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 12.89 | |
| 0.0626 | 18.22 | |
| 0.9346 | 451.06 | |
| 0.0056 | 0.79 |
Estimation Period:
Feb 9, 2001 to May 31, 2024
Feb 9, 2001 to May 31, 2024
News Impact Curve
Volatility Forecasts
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