CNH Global NV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 9.63 | |
| 0.0169 | 10.33 | |
| 0.9716 | 830.47 | |
| 0.0157 | 6.28 |
Estimation Period:
Nov 4, 1996 to Oct 16, 2013
Nov 4, 1996 to Oct 16, 2013
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities