PSB Industries SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1241 | 15.97 | |
| 0.0971 | 14.75 | |
| 0.8462 | 166.74 | |
| 0.0490 | 4.00 |
Estimation Period:
Sep 21, 1990 to May 28, 2021
Sep 21, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
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