Actua Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3117 | 4.00 | |
| 0.0660 | 7.87 | |
| 0.8721 | 111.08 | |
| 0.0192 | 1.58 |
Estimation Period:
Aug 5, 1999 to Apr 13, 2018
Aug 5, 1999 to Apr 13, 2018
News Impact Curve
Volatility Forecasts
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