FTS International, Inc. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0864 | 0.80 | |
| 0.0163 | 2.70 | |
| 0.9622 | 153.68 | |
| 0.0429 | 2.68 |
Estimation Period:
Feb 2, 2018 to Nov 13, 2020
Feb 2, 2018 to Nov 13, 2020
News Impact Curve
Volatility Forecasts
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