Altaba Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0651 | 10.25 | |
| 0.0505 | 14.97 | |
| 0.9303 | 342.66 | |
| 0.0352 | 5.96 |
Estimation Period:
Apr 12, 1996 to Sep 27, 2019
Apr 12, 1996 to Sep 27, 2019
News Impact Curve
Volatility Forecasts
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