AV Homes Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1284 | 16.73 | |
| 0.1176 | 20.33 | |
| 0.8664 | 248.48 | |
| 0.0124 | 1.10 |
Estimation Period:
Jan 2, 1990 to Sep 28, 2018
Jan 2, 1990 to Sep 28, 2018
News Impact Curve
Volatility Forecasts
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