Modaraba Al Mali GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3540 | 11.81 | |
| 0.0459 | 12.34 | |
| 0.9443 | 420.99 | |
| 0.0057 | 0.88 |
Estimation Period:
Aug 5, 1996 to May 31, 2024
Aug 5, 1996 to May 31, 2024
News Impact Curve
Volatility Forecasts
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