Instituto Hermes GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3058 | 8.06 | |
| 0.0219 | 5.52 | |
| 0.8939 | 123.78 | |
| 0.0683 | 3.97 |
Estimation Period:
Feb 14, 2017 to Apr 28, 2023
Feb 14, 2017 to Apr 28, 2023
News Impact Curve
Volatility Forecasts
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