Procentury Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2454 | 9.41 | |
| 0.0499 | 6.85 | |
| 0.8186 | 70.88 | |
| 0.1624 | 3.80 |
Estimation Period:
Apr 19, 2004 to Jul 31, 2008
Apr 19, 2004 to Jul 31, 2008
News Impact Curve
Volatility Forecasts
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