Hartford Life Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1230 | 8.77 | |
| 0.0713 | 8.29 | |
| 0.8543 | 122.22 | |
| 0.1488 | 6.47 |
Estimation Period:
May 21, 1997 to Jun 27, 2000
May 21, 1997 to Jun 27, 2000
News Impact Curve
Volatility Forecasts
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