Gannett Co Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 3.03 | |
| 0.0035 | 3.02 | |
| 0.9784 | 678.03 | |
| 0.0362 | 14.90 |
Estimation Period:
Jan 2, 1990 to Nov 22, 2019
Jan 2, 1990 to Nov 22, 2019
News Impact Curve
Volatility Forecasts
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