SCANA Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0111 | 15.41 | |
| 0.0398 | 18.79 | |
| 0.9396 | 563.31 | |
| 0.0267 | 6.36 |
Estimation Period:
Jan 2, 1990 to Dec 28, 2018
Jan 2, 1990 to Dec 28, 2018
News Impact Curve
Volatility Forecasts
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