Metris Companies Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0211 | 7.96 | |
| 0.9571 | 366.71 | |
| 0.0436 | 7.30 |
Estimation Period:
Oct 24, 1996 to Nov 30, 2005
Oct 24, 1996 to Nov 30, 2005
News Impact Curve
Volatility Forecasts
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