Banco Pastor SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1062 | 18.16 | |
| 0.1776 | 18.41 | |
| 0.7884 | 129.60 | |
| 0.0169 | 1.10 |
Estimation Period:
Jan 1, 1990 to Mar 9, 2012
Jan 1, 1990 to Mar 9, 2012
News Impact Curve
Volatility Forecasts
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