GCI Liberty Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0613 | 9.18 | |
| 0.0178 | 10.68 | |
| 0.9526 | 604.47 | |
| 0.0539 | 12.73 |
Estimation Period:
Jan 2, 1990 to Mar 2, 2018
Jan 2, 1990 to Mar 2, 2018
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities