STYLEPIT A/S GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4062 | 13.80 | |
| 0.1286 | 9.42 | |
| 0.8435 | 147.01 | |
| 0.0558 | 2.28 |
Estimation Period:
Nov 29, 2007 to Apr 8, 2016
Nov 29, 2007 to Apr 8, 2016
News Impact Curve
Volatility Forecasts
Other STYLEPIT A/S Analyses
Other GJR-GARCH Analyses on International Equities