PetroVietnam Finance JSC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8950 | 12.73 | |
| 0.1433 | 10.12 | |
| 0.7559 | 64.64 | |
| 0.0241 | 0.93 |
Estimation Period:
Nov 3, 2008 to Sep 23, 2013
Nov 3, 2008 to Sep 23, 2013
News Impact Curve
Volatility Forecasts
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