TCF Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 8.12 | |
| 0.0119 | 10.33 | |
| 0.9634 | 717.32 | |
| 0.0407 | 9.98 |
Estimation Period:
Jan 3, 1990 to Aug 2, 2019
Jan 3, 1990 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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