Safeco GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 2.72 | |
| 0.0000 | 0.00 | |
| 0.9725 | 784.27 | |
| 0.0536 | 15.99 |
Estimation Period:
Jan 2, 1990 to Sep 22, 2008
Jan 2, 1990 to Sep 22, 2008
News Impact Curve
Volatility Forecasts
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