IHS Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 9.13 | |
| 0.0224 | 10.32 | |
| 0.9572 | 473.39 | |
| 0.0265 | 4.72 |
Estimation Period:
Nov 14, 2005 to Jul 8, 2016
Nov 14, 2005 to Jul 8, 2016
News Impact Curve
Volatility Forecasts
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