Allied Capital Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1055 | 11.31 | |
| 0.0596 | 10.23 | |
| 0.8901 | 221.80 | |
| 0.0824 | 7.81 |
Estimation Period:
Nov 16, 1993 to Apr 1, 2010
Nov 16, 1993 to Apr 1, 2010
News Impact Curve
Volatility Forecasts
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