Tiffany & Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1802 | 19.80 | |
| 0.0237 | 12.24 | |
| 0.8932 | 280.98 | |
| 0.1150 | 18.53 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2020
Jan 1, 1990 to Dec 31, 2020
News Impact Curve
Volatility Forecasts
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