Software AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2283 | 16.83 | |
| 0.0974 | 18.03 | |
| 0.8508 | 194.59 | |
| 0.0840 | 6.61 |
Estimation Period:
Apr 27, 1999 to Aug 16, 2024
Apr 27, 1999 to Aug 16, 2024
News Impact Curve
Volatility Forecasts
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