Telefonica Sa GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 3.49 | |
| 0.0096 | 3.00 | |
| 0.9591 | 316.42 | |
| 0.0499 | 4.22 |
Estimation Period:
Nov 23, 2017 to Sep 29, 2023
Nov 23, 2017 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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