NeuStar Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 2.47 | |
| 0.0226 | 9.50 | |
| 0.9448 | 434.38 | |
| 0.0653 | 15.03 |
Estimation Period:
Jun 29, 2005 to Aug 4, 2017
Jun 29, 2005 to Aug 4, 2017
News Impact Curve
Volatility Forecasts
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