BM Bank JSC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2507 | 10.96 | |
| 0.1532 | 11.04 | |
| 0.8127 | 82.22 | |
| 0.0394 | 1.71 |
Estimation Period:
Dec 16, 2004 to Dec 11, 2015
Dec 16, 2004 to Dec 11, 2015
News Impact Curve
Volatility Forecasts
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