Sunvest Corporation Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 3.82 | |
| 0.1252 | 6.62 | |
| 0.8921 | 139.28 | |
| -0.0347 | -1.04 |
Estimation Period:
Mar 15, 1996 to Oct 21, 2022
Mar 15, 1996 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
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