Novellus Systems Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0590 | 6.73 | |
| 0.0242 | 10.18 | |
| 0.9585 | 665.15 | |
| 0.0288 | 5.51 |
Estimation Period:
Jan 1, 1990 to Jun 4, 2012
Jan 1, 1990 to Jun 4, 2012
News Impact Curve
Volatility Forecasts
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