SPX FLOW Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0044 | 1.64 | |
| 0.9499 | 417.37 | |
| 0.0913 | 17.88 |
Estimation Period:
Sep 14, 2015 to Apr 1, 2022
Sep 14, 2015 to Apr 1, 2022
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities