Saxon Financial Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6882 | 16.10 | |
| 0.6228 | 4.16 | |
| 0.4731 | 33.35 | |
| -0.4414 | -2.54 |
Estimation Period:
Jul 5, 2005 to Oct 24, 2008
Jul 5, 2005 to Oct 24, 2008
News Impact Curve
Volatility Forecasts
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