Mexico Volatility Index GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 8.51 | |
| 0.0921 | 13.11 | |
| 0.9232 | 285.37 | |
| -0.0305 | -2.52 |
Estimation Period:
Mar 26, 2004 to Jul 12, 2019
Mar 26, 2004 to Jul 12, 2019
News Impact Curve
Volatility Forecasts
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