Medtech GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.70 | |
| 0.0000 | 0.00 | |
| 0.2498 | 1.41 | |
| 0.1944 | 2.55 |
Estimation Period:
Nov 27, 2013 to Sep 23, 2016
Nov 27, 2013 to Sep 23, 2016
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities