Ameritrade Holding LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 8.85 | |
| 0.0401 | 13.87 | |
| 0.9406 | 357.10 | |
| 0.0386 | 4.90 |
Estimation Period:
Mar 4, 1997 to Oct 2, 2020
Mar 4, 1997 to Oct 2, 2020
News Impact Curve
Volatility Forecasts
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