REA Vipingo Plantations Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5219 | 10.02 | |
| 0.1830 | 10.15 | |
| 0.7208 | 51.93 | |
| 0.0174 | 0.56 |
Estimation Period:
Apr 19, 1996 to Nov 13, 2013
Apr 19, 1996 to Nov 13, 2013
News Impact Curve
Volatility Forecasts
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