Avaya LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 1.79 | |
| 0.0000 | 0.00 | |
| 0.9720 | 487.72 | |
| 0.0559 | 12.24 |
Estimation Period:
Sep 15, 2000 to Oct 25, 2007
Sep 15, 2000 to Oct 25, 2007
News Impact Curve
Volatility Forecasts
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