How should one interpret GJR-GARCH results if the gamma coeffiecient comes insignificant but positive?

i performed gjrgarch model on russia stock market where the gamma coefficient in gjrgarch(1,1) model output is insignificant but positive. "gamma1 -0.026240 0.033785 -0.77669 0.437340" how...

17 October 2021 605 0 View