National Interstate Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 9.61 | |
| 0.0757 | 12.20 | |
| 0.9171 | 272.21 | |
| 0.0144 | 1.62 |
Estimation Period:
Jan 28, 2005 to Nov 4, 2016
Jan 28, 2005 to Nov 4, 2016
News Impact Curve
Volatility Forecasts
Other National Interstate Corp Analyses
Other GJR-GARCH Analyses on Equities