CA Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 2.26 | |
| 0.0046 | 6.33 | |
| 0.9859 | 1,735.69 | |
| 0.0178 | 10.43 |
Estimation Period:
Jan 2, 1990 to Nov 2, 2018
Jan 2, 1990 to Nov 2, 2018
News Impact Curve
Volatility Forecasts
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