DIRECTV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 6.65 | |
| 0.0245 | 9.95 | |
| 0.9254 | 394.98 | |
| 0.0901 | 8.76 |
Estimation Period:
Dec 24, 2003 to Jul 24, 2015
Dec 24, 2003 to Jul 24, 2015
News Impact Curve
Volatility Forecasts
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