Pgs Asa GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2919 | 11.82 | |
| 0.0589 | 10.41 | |
| 0.9210 | 367.51 | |
| 0.0161 | 1.67 |
Estimation Period:
Aug 24, 1994 to Jun 28, 2024
Aug 24, 1994 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities