Electronic Data Systems Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1900 | 17.66 | |
| 0.1476 | 15.38 | |
| 0.7940 | 121.59 | |
| 0.1123 | 5.94 |
Estimation Period:
Jan 1, 1990 to Aug 26, 2008
Jan 1, 1990 to Aug 26, 2008
News Impact Curve
Volatility Forecasts
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