Newport Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1682 | 12.84 | |
| 0.0291 | 17.59 | |
| 0.9341 | 420.00 | |
| 0.0479 | 8.64 |
Estimation Period:
Jan 2, 1990 to Apr 29, 2016
Jan 2, 1990 to Apr 29, 2016
News Impact Curve
Volatility Forecasts
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