HFF Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 10.79 | |
| 0.0417 | 10.91 | |
| 0.9371 | 417.97 | |
| 0.0424 | 5.85 |
Estimation Period:
Jan 31, 2007 to Aug 2, 2019
Jan 31, 2007 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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