Onyx Acceptance Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.88 | |
| 0.0492 | 5.61 | |
| 0.6859 | 18.49 | |
| 0.0798 | 4.02 |
Estimation Period:
Mar 25, 1996 to Jan 11, 2005
Mar 25, 1996 to Jan 11, 2005
News Impact Curve
Volatility Forecasts
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