City National Corp/CA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 6.89 | |
| 0.0310 | 17.83 | |
| 0.9316 | 450.06 | |
| 0.0748 | 13.57 |
Estimation Period:
Jan 3, 1990 to Oct 30, 2015
Jan 3, 1990 to Oct 30, 2015
News Impact Curve
Volatility Forecasts
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