Turk Ekonomi Bankasi AS GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1356 | 9.91 | |
| 0.0641 | 11.83 | |
| 0.9134 | 238.11 | |
| 0.0335 | 3.26 |
Estimation Period:
Feb 25, 2000 to Apr 10, 2015
Feb 25, 2000 to Apr 10, 2015
News Impact Curve
Volatility Forecasts
Other Turk Ekonomi Bankasi AS Analyses
Other GJR-GARCH Analyses on International Equities