FGL Holdings GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3821 | 9.18 | |
| 0.4889 | 2.89 | |
| 0.6987 | 27.98 | |
| -0.3751 | -2.15 |
Estimation Period:
Aug 1, 2016 to May 29, 2020
Aug 1, 2016 to May 29, 2020
News Impact Curve
Volatility Forecasts
Other FGL Holdings Analyses
Other GJR-GARCH Analyses on Equities