Dow Chemical Co/The GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 10.91 | |
| 0.0288 | 13.80 | |
| 0.9390 | 558.28 | |
| 0.0506 | 10.12 |
Estimation Period:
Jan 2, 1990 to Aug 25, 2017
Jan 2, 1990 to Aug 25, 2017
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities