Qwest Communications International Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0632 | 13.18 | |
| 0.0555 | 12.47 | |
| 0.9272 | 446.83 | |
| 0.0347 | 4.23 |
Estimation Period:
Jun 20, 1997 to Mar 31, 2011
Jun 20, 1997 to Mar 31, 2011
News Impact Curve
Volatility Forecasts
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