Allergan Inc/United States GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1260 | 16.45 | |
| 0.0528 | 16.17 | |
| 0.8751 | 250.74 | |
| 0.0905 | 8.54 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2015
Jan 2, 1990 to Mar 13, 2015
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities