Profuturo AFP GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 5.04 | |
| 0.6931 | 1.39 | |
| 0.5855 | 30.30 | |
| -0.5573 | -0.96 |
Estimation Period:
Dec 16, 1996 to Jan 26, 2024
Dec 16, 1996 to Jan 26, 2024
News Impact Curve
Volatility Forecasts
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