Viacom Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 14.91 | |
| 0.0232 | 13.57 | |
| 0.9241 | 483.07 | |
| 0.0862 | 15.97 |
Estimation Period:
Jan 1, 1990 to Nov 29, 2019
Jan 1, 1990 to Nov 29, 2019
News Impact Curve
Volatility Forecasts
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