Thinkorswim Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1333 | 4.18 | |
| 0.0026 | 1.68 | |
| 0.9660 | 634.28 | |
| 0.0546 | 9.68 |
Estimation Period:
Dec 6, 2001 to Jun 11, 2009
Dec 6, 2001 to Jun 11, 2009
News Impact Curve
Volatility Forecasts
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