Netshoes (Cayman) Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.44 | |
| 0.0388 | 2.12 | |
| 0.8446 | 14.45 | |
| -0.0186 | -0.78 |
Estimation Period:
Apr 12, 2017 to Jun 14, 2019
Apr 12, 2017 to Jun 14, 2019
News Impact Curve
Volatility Forecasts
Other Netshoes (Cayman) Limited Analyses
Other GJR-GARCH Analyses on Equities