LaBranche & Co Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0846 | 4.87 | |
| 0.0105 | 6.14 | |
| 0.9657 | 366.62 | |
| 0.0376 | 9.94 |
Estimation Period:
Aug 17, 1999 to Jun 28, 2011
Aug 17, 1999 to Jun 28, 2011
News Impact Curve
Volatility Forecasts
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