WestRock RKT Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4393 | 13.82 | |
| 0.0763 | 12.48 | |
| 0.8238 | 112.61 | |
| 0.0822 | 5.29 |
Estimation Period:
Mar 4, 1994 to Jun 26, 2015
Mar 4, 1994 to Jun 26, 2015
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities