Petrobras Argentina SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1364 | 17.27 | |
| 0.0761 | 15.54 | |
| 0.8868 | 265.90 | |
| 0.0483 | 5.44 |
Estimation Period:
Jan 26, 2000 to May 18, 2018
Jan 26, 2000 to May 18, 2018
News Impact Curve
Volatility Forecasts
Other Petrobras Argentina SA Analyses
Other GJR-GARCH Analyses on Depositary Receipts