SAMIR GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5173 | 8.43 | |
| 0.2142 | 19.20 | |
| 0.6709 | 41.15 |
Estimation Period:
Mar 22, 1996 to Aug 5, 2015
Mar 22, 1996 to Aug 5, 2015
News Impact Curve
Volatility Forecasts
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