Onex Canada Asset Management Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5285 | 16.56 | |
| 0.1776 | 11.57 | |
| 0.7236 | 68.33 | |
| 0.0124 | 0.61 |
Estimation Period:
May 24, 2006 to Jun 4, 2019
May 24, 2006 to Jun 4, 2019
News Impact Curve
Volatility Forecasts
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