Affiliated Computer Services Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2817 | 12.19 | |
| 0.0290 | 9.46 | |
| 0.8673 | 157.78 | |
| 0.1081 | 11.52 |
Estimation Period:
Sep 26, 1994 to Feb 5, 2010
Sep 26, 1994 to Feb 5, 2010
News Impact Curve
Volatility Forecasts
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