Oriental Bank of Commerce GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4109 | 21.36 | |
| 0.1066 | 18.63 | |
| 0.8412 | 184.52 | |
| 0.0154 | 1.66 |
Estimation Period:
Sep 8, 1995 to Mar 20, 2020
Sep 8, 1995 to Mar 20, 2020
News Impact Curve
Volatility Forecasts
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