Probanka dd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.89 | |
| 0.0620 | 1.27 | |
| 0.4230 | 23.94 | |
| 0.6891 | 5.91 |
Estimation Period:
Feb 2, 2006 to Aug 13, 2013
Feb 2, 2006 to Aug 13, 2013
News Impact Curve
Volatility Forecasts
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