Majesco GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0701 | 2.13 | |
| 0.0242 | 7.14 | |
| 0.9667 | 156.37 | |
| 0.0065 | 1.09 |
Estimation Period:
Jun 29, 2015 to Sep 18, 2020
Jun 29, 2015 to Sep 18, 2020
News Impact Curve
Volatility Forecasts
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