Rafako GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0926 | 9.31 | |
| 0.0263 | 13.94 | |
| 0.9508 | 441.40 | |
| 0.0382 | 7.64 |
Estimation Period:
Aug 10, 1995 to Jul 18, 2025
Aug 10, 1995 to Jul 18, 2025
News Impact Curve
Volatility Forecasts
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