Groupe Open GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1596 | 15.47 | |
| 0.0915 | 14.50 | |
| 0.8683 | 165.93 | |
| 0.0532 | 5.35 |
Estimation Period:
May 22, 1998 to Nov 19, 2021
May 22, 1998 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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