Factual Data Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5731 | 9.84 | |
| 0.1643 | 11.47 | |
| 0.7354 | 74.65 | |
| 0.1991 | 3.20 |
Estimation Period:
May 12, 1998 to Aug 21, 2003
May 12, 1998 to Aug 21, 2003
News Impact Curve
Volatility Forecasts
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