Assante Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2970 | 13.67 | |
| 0.2212 | 4.65 | |
| 0.6565 | 31.84 | |
| 0.0592 | 0.85 |
Estimation Period:
May 26, 1999 to Nov 18, 2003
May 26, 1999 to Nov 18, 2003
News Impact Curve
Volatility Forecasts
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