Compuware Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2073 | 7.49 | |
| 0.0318 | 12.31 | |
| 0.9051 | 349.05 | |
| 0.1117 | 11.51 |
Estimation Period:
Dec 15, 1992 to Dec 15, 2014
Dec 15, 1992 to Dec 15, 2014
News Impact Curve
Volatility Forecasts
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