IVG Immobilien AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 4.33 | |
| 0.0131 | 3.11 | |
| 0.9773 | 197.47 | |
| 0.0193 | 3.65 |
Estimation Period:
Jan 2, 1990 to Jul 17, 2014
Jan 2, 1990 to Jul 17, 2014
News Impact Curve
Volatility Forecasts
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