GGP Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 15.96 | |
| 0.0413 | 16.79 | |
| 0.9145 | 322.13 | |
| 0.0708 | 11.80 |
Estimation Period:
Apr 9, 1993 to Aug 24, 2018
Apr 9, 1993 to Aug 24, 2018
News Impact Curve
Volatility Forecasts
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