HSBC Trinkaus & Burkhardt AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 12.06 | |
| 0.0569 | 16.43 | |
| 0.9482 | 527.05 | |
| -0.0101 | -1.64 |
Estimation Period:
Jan 2, 1990 to Jan 22, 2021
Jan 2, 1990 to Jan 22, 2021
News Impact Curve
Volatility Forecasts
Other HSBC Trinkaus & Burkhardt AG Analyses
Other GJR-GARCH Analyses on International Equities