AEP Industries Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3885 | 16.51 | |
| 0.0516 | 15.59 | |
| 0.8592 | 172.19 | |
| 0.1140 | 11.58 |
Estimation Period:
Jan 2, 1990 to Jan 20, 2017
Jan 2, 1990 to Jan 20, 2017
News Impact Curve
Volatility Forecasts
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