ANFI Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5330 | 10.63 | |
| 0.0736 | 4.34 | |
| 0.7230 | 38.87 | |
| 0.1585 | 3.96 |
Estimation Period:
Feb 10, 1999 to Mar 26, 2003
Feb 10, 1999 to Mar 26, 2003
News Impact Curve
Volatility Forecasts
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