Jefferies Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1044 | 6.99 | |
| 0.0311 | 10.34 | |
| 0.9262 | 223.98 | |
| 0.0630 | 7.64 |
Estimation Period:
Apr 29, 1999 to Feb 28, 2013
Apr 29, 1999 to Feb 28, 2013
News Impact Curve
Volatility Forecasts
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