Scientific-Atlanta LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 4.44 | |
| 0.0187 | 11.54 | |
| 0.9718 | 714.06 | |
| 0.0189 | 6.80 |
Estimation Period:
Jan 1, 1990 to Feb 24, 2006
Jan 1, 1990 to Feb 24, 2006
News Impact Curve
Volatility Forecasts
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