Bristol West Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8812 | 7.69 | |
| 0.0522 | 3.64 | |
| 0.5332 | 11.44 | |
| 0.4840 | 7.28 |
Estimation Period:
Feb 10, 2004 to Jul 2, 2007
Feb 10, 2004 to Jul 2, 2007
News Impact Curve
Volatility Forecasts
Other Bristol West Holdings Inc Analyses
Other GJR-GARCH Analyses on Equities