Vodafone Egypt Telecommunications SAE GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 1.91 | |
| 0.0214 | 4.75 | |
| 0.9787 | 185.65 | |
| -0.0004 | -0.04 |
Estimation Period:
Dec 19, 2003 to Jun 30, 2021
Dec 19, 2003 to Jun 30, 2021
News Impact Curve
Volatility Forecasts
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