TransCreditBank OAO GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0584 | 2.89 | |
| 0.1714 | 5.09 | |
| 0.8601 | 102.59 | |
| -0.0631 | -1.18 |
Estimation Period:
Jun 5, 2008 to Oct 10, 2013
Jun 5, 2008 to Oct 10, 2013
News Impact Curve
Volatility Forecasts
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