Canada Life Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 5.36 | |
| 0.0000 | 0.00 | |
| 0.9387 | 186.28 | |
| 0.1172 | 6.81 |
Estimation Period:
Sep 25, 2000 to Jul 9, 2003
Sep 25, 2000 to Jul 9, 2003
News Impact Curve
Volatility Forecasts
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