Commerce Group Inc/Ma GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1346 | 12.45 | |
| 0.0588 | 9.69 | |
| 0.8366 | 130.14 | |
| 0.1493 | 8.03 |
Estimation Period:
Nov 29, 1991 to Jun 4, 2008
Nov 29, 1991 to Jun 4, 2008
News Impact Curve
Volatility Forecasts
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