Johnson Controls Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 0.53 | |
| 0.0505 | 36.12 | |
| 0.9350 | 485.23 | |
| 0.9820 | 29.93 |
Estimation Period:
Jan 2, 1990 to Sep 2, 2016
Jan 2, 1990 to Sep 2, 2016
News Impact Curve
Volatility Forecasts
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