Blue Nile Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4322 | 13.30 | |
| 0.1351 | 14.18 | |
| 0.8067 | 107.68 | |
| 0.0610 | 3.39 |
Estimation Period:
May 21, 2004 to Feb 10, 2017
May 21, 2004 to Feb 10, 2017
News Impact Curve
Volatility Forecasts
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