Advest Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0562 | 8.78 | |
| 0.0248 | 6.52 | |
| 0.9629 | 385.29 | |
| 0.0125 | 2.17 |
Estimation Period:
Jan 1, 1990 to Jan 31, 2001
Jan 1, 1990 to Jan 31, 2001
News Impact Curve
Volatility Forecasts
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