Bourse De Montreal Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8870 | 4.45 | |
| 0.0249 | 1.38 | |
| 0.0000 | 0.00 | |
| 0.0845 | 1.00 |
Estimation Period:
Mar 26, 2007 to May 2, 2008
Mar 26, 2007 to May 2, 2008
News Impact Curve
Volatility Forecasts
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