Fidelity & Guaranty Life GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 6.89 | |
| 0.0544 | 9.06 | |
| 0.8707 | 86.59 | |
| 0.1498 | 4.51 |
Estimation Period:
Dec 13, 2013 to Nov 22, 2017
Dec 13, 2013 to Nov 22, 2017
News Impact Curve
Volatility Forecasts
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