EMC Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 6.44 | |
| 0.0162 | 13.00 | |
| 0.9637 | 907.48 | |
| 0.0402 | 15.64 |
Estimation Period:
Jan 2, 1990 to Sep 2, 2016
Jan 2, 1990 to Sep 2, 2016
News Impact Curve
Volatility Forecasts
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