Isramco Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1180 | 12.75 | |
| 0.0544 | 18.13 | |
| 0.9419 | 460.59 | |
| 0.0075 | 1.25 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2019
Jan 2, 1990 to Oct 18, 2019
News Impact Curve
Volatility Forecasts
Other Isramco Inc Analyses
Other GJR-GARCH Analyses on Equities