Officiis Properties SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0976 | 12.29 | |
| 0.0716 | 5.30 | |
| 0.8836 | 138.92 | |
| 0.0895 | 4.54 |
Estimation Period:
Mar 21, 2006 to Sep 27, 2019
Mar 21, 2006 to Sep 27, 2019
News Impact Curve
Volatility Forecasts
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