Jefferson-Pilot Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 11.76 | |
| 0.0589 | 15.73 | |
| 0.9169 | 256.32 | |
| 0.0113 | 1.66 |
Estimation Period:
Jan 1, 1990 to Mar 31, 2006
Jan 1, 1990 to Mar 31, 2006
News Impact Curve
Volatility Forecasts
Other Jefferson-Pilot Corp Analyses
Other GJR-GARCH Analyses on Equities