Univision Communications Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1821 | 15.71 | |
| 0.1251 | 10.79 | |
| 0.8016 | 93.36 | |
| 0.1466 | 5.20 |
Estimation Period:
Sep 26, 1996 to Mar 28, 2007
Sep 26, 1996 to Mar 28, 2007
News Impact Curve
Volatility Forecasts
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