Unico Sigorta AS GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7148 | 7.24 | |
| 0.0662 | 7.54 | |
| 0.9050 | 104.73 | |
| -0.0062 | -0.43 |
Estimation Period:
Jun 22, 1995 to Nov 27, 2015
Jun 22, 1995 to Nov 27, 2015
News Impact Curve
Volatility Forecasts
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