Eaton Vance Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0603 | 18.99 | |
| 0.0563 | 16.35 | |
| 0.9117 | 454.47 | |
| 0.0484 | 6.83 |
Estimation Period:
Jan 3, 1990 to Feb 26, 2021
Jan 3, 1990 to Feb 26, 2021
News Impact Curve
Volatility Forecasts
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