Nortel Inversora SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1862 | 12.29 | |
| 0.0586 | 14.82 | |
| 0.9017 | 253.72 | |
| 0.0460 | 5.06 |
Estimation Period:
Jun 17, 1997 to Dec 15, 2017
Jun 17, 1997 to Dec 15, 2017
News Impact Curve
Volatility Forecasts
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