MicroFinancial Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7907 | 15.45 | |
| 0.1522 | 13.78 | |
| 0.7503 | 94.59 | |
| 0.1147 | 5.85 |
Estimation Period:
Feb 3, 1999 to Jan 23, 2015
Feb 3, 1999 to Jan 23, 2015
News Impact Curve
Volatility Forecasts
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