Valspar Corp/The GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 8.08 | |
| 0.0307 | 13.93 | |
| 0.9334 | 353.29 | |
| 0.0486 | 10.49 |
Estimation Period:
Jan 2, 1990 to May 26, 2017
Jan 2, 1990 to May 26, 2017
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities