Edmond de Rothschild Suisse SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3643 | 15.34 | |
| 0.2237 | 17.43 | |
| 0.7006 | 87.09 | |
| 0.0033 | 0.16 |
Estimation Period:
Jan 4, 1990 to Jul 26, 2019
Jan 4, 1990 to Jul 26, 2019
News Impact Curve
Volatility Forecasts
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