National Cement GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2457 | 23.75 | |
| 0.2088 | 18.21 | |
| 0.6813 | 81.84 | |
| -0.0373 | -1.99 |
Estimation Period:
Sep 30, 1996 to Feb 1, 2018
Sep 30, 1996 to Feb 1, 2018
News Impact Curve
Volatility Forecasts
Other National Cement Analyses
Other GJR-GARCH Analyses on International Equities