Altera Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 9.18 | |
| 0.0145 | 11.10 | |
| 0.9579 | 556.60 | |
| 0.0551 | 19.64 |
Estimation Period:
Jan 1, 1990 to Dec 24, 2015
Jan 1, 1990 to Dec 24, 2015
News Impact Curve
Volatility Forecasts
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