Mapfre Peru Cia de Seguros y R GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 2.54 | |
| 0.0417 | 0.62 | |
| 0.9602 | 202.70 | |
| -0.0417 | -0.62 |
Estimation Period:
Jun 24, 1991 to Aug 12, 2022
Jun 24, 1991 to Aug 12, 2022
News Impact Curve
Volatility Forecasts
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