Morgan Keegan Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1168 | 14.56 | |
| 0.0916 | 13.86 | |
| 0.8850 | 222.03 | |
| 0.0298 | 2.68 |
Estimation Period:
Jan 1, 1990 to Mar 30, 2001
Jan 1, 1990 to Mar 30, 2001
News Impact Curve
Volatility Forecasts
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