Fortress Investment Group LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 4.23 | |
| 0.0795 | 6.84 | |
| 0.8989 | 208.36 | |
| 0.0433 | 2.98 |
Estimation Period:
Feb 9, 2007 to Dec 22, 2017
Feb 9, 2007 to Dec 22, 2017
News Impact Curve
Volatility Forecasts
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