Midland Co/The GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 9.98 | |
| 0.0277 | 10.15 | |
| 0.9494 | 418.59 | |
| 0.0460 | 6.55 |
Estimation Period:
Jan 1, 1990 to Apr 3, 2008
Jan 1, 1990 to Apr 3, 2008
News Impact Curve
Volatility Forecasts
Other Midland Co/The Analyses
Other GJR-GARCH Analyses on Equities