Vet' Affaires GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 2.60 | |
| 0.0038 | 1.67 | |
| 0.9875 | 587.12 | |
| 0.0172 | 5.66 |
Estimation Period:
Jul 10, 2000 to Jun 17, 2016
Jul 10, 2000 to Jun 17, 2016
News Impact Curve
Volatility Forecasts
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