Sevcon Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2587 | 9.08 | |
| 0.0546 | 8.88 | |
| 0.9108 | 197.79 | |
| 0.0316 | 3.02 |
Estimation Period:
Jan 1, 1990 to Sep 22, 2017
Jan 1, 1990 to Sep 22, 2017
News Impact Curve
Volatility Forecasts
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