Amplify Snack Brands Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3800 | 22.02 | |
| 0.2190 | 4.64 | |
| 0.2520 | 12.09 | |
| 1.0000 | 8.68 |
Estimation Period:
Aug 5, 2015 to Jan 26, 2018
Aug 5, 2015 to Jan 26, 2018
News Impact Curve
Volatility Forecasts
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