USG Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0343 | 15.56 | |
| 0.9511 | 861.47 | |
| 0.0292 | 9.03 |
Estimation Period:
May 7, 1993 to Apr 23, 2019
May 7, 1993 to Apr 23, 2019
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities