Maytag Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0982 | 7.59 | |
| 0.0252 | 6.33 | |
| 0.9306 | 216.16 | |
| 0.0647 | 6.02 |
Estimation Period:
Jan 1, 1990 to Mar 31, 2006
Jan 1, 1990 to Mar 31, 2006
News Impact Curve
Volatility Forecasts
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