Johnson Controls Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 6.55 | |
| 0.0831 | 28.96 | |
| 0.9888 | 978.08 | |
| -0.0569 | -20.60 |
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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