Dominion Diamond Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 11.30 | |
| 0.0352 | 14.45 | |
| 0.9439 | 524.95 | |
| 0.0418 | 9.17 |
Estimation Period:
Jun 15, 1992 to Oct 27, 2017
Jun 15, 1992 to Oct 27, 2017
News Impact Curve
Volatility Forecasts
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