Great American Financial Resources Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 12.20 | |
| 0.0725 | 15.62 | |
| 0.9038 | 285.65 | |
| 0.0382 | 4.74 |
Estimation Period:
Jan 1, 1990 to Sep 28, 2007
Jan 1, 1990 to Sep 28, 2007
News Impact Curve
Volatility Forecasts
Other Great American Financial Resources Inc Analyses
Other GJR-GARCH Analyses on Equities