ROBECO GLOBAL TOTAL RETURN BON GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 16.64 | |
| 0.0879 | 24.61 | |
| 0.9194 | 634.96 | |
| -0.0175 | -2.84 |
Estimation Period:
Jan 1, 1990 to Jan 19, 2024
Jan 1, 1990 to Jan 19, 2024
News Impact Curve
Volatility Forecasts
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