Sprint Communications Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1116 | 12.63 | |
| 0.0370 | 15.54 | |
| 0.9120 | 303.20 | |
| 0.0798 | 11.78 |
Estimation Period:
Jan 2, 1990 to Jul 17, 2013
Jan 2, 1990 to Jul 17, 2013
News Impact Curve
Volatility Forecasts
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