Albertson's LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 5.03 | |
| 0.0201 | 7.01 | |
| 0.9774 | 411.03 | |
| -0.0076 | -2.19 |
Estimation Period:
Jan 1, 1990 to Jun 1, 2006
Jan 1, 1990 to Jun 1, 2006
News Impact Curve
Volatility Forecasts
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