CS Group SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 9.82 | |
| 0.0234 | 15.33 | |
| 0.9588 | 586.05 | |
| 0.0357 | 10.51 |
Estimation Period:
Jan 1, 1990 to May 26, 2023
Jan 1, 1990 to May 26, 2023
News Impact Curve
Volatility Forecasts
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