Valtech SE GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 6.99 | |
| 0.0260 | 11.68 | |
| 0.9610 | 616.84 | |
| 0.0259 | 5.79 |
Estimation Period:
Apr 12, 1999 to Feb 10, 2017
Apr 12, 1999 to Feb 10, 2017
News Impact Curve
Volatility Forecasts
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