MCB Group Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 4.80 | |
| 0.0459 | 8.18 | |
| 0.9295 | 200.24 | |
| 0.0402 | 3.15 |
Estimation Period:
Jul 31, 2008 to Nov 7, 2014
Jul 31, 2008 to Nov 7, 2014
News Impact Curve
Volatility Forecasts
Other MCB Group Ltd Analyses
Other GJR-GARCH Analyses on International Equities