Johnson Controls Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 12.24 | |
| 0.0077 | 5.60 | |
| 0.9494 | 548.77 | |
| 0.0673 | 19.82 |
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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