Nec Networks & Sys GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4298 | 20.91 | |
| 0.1367 | 19.27 | |
| 0.7500 | 114.31 | |
| 0.0619 | 4.14 |
Estimation Period:
Jan 4, 1990 to Mar 19, 2025
Jan 4, 1990 to Mar 19, 2025
News Impact Curve
Volatility Forecasts
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