AG Edwards Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 10.70 | |
| 0.0347 | 9.46 | |
| 0.9237 | 348.45 | |
| 0.0521 | 6.63 |
Estimation Period:
Jan 2, 1990 to Sep 28, 2007
Jan 2, 1990 to Sep 28, 2007
News Impact Curve
Volatility Forecasts
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