Libbey Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 4.45 | |
| 0.0090 | 6.58 | |
| 0.9726 | 663.41 | |
| 0.0364 | 14.02 |
Estimation Period:
Jun 18, 1993 to Nov 13, 2020
Jun 18, 1993 to Nov 13, 2020
News Impact Curve
Volatility Forecasts
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