Rockwood Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0715 | 9.66 | |
| 0.0171 | 6.38 | |
| 0.9234 | 358.60 | |
| 0.1057 | 14.49 |
Estimation Period:
Aug 18, 2005 to Jan 9, 2015
Aug 18, 2005 to Jan 9, 2015
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities