Altra Industrial Motion Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1542 | 12.49 | |
| 0.0833 | 11.27 | |
| 0.8789 | 174.35 | |
| 0.0582 | 5.86 |
Estimation Period:
Dec 15, 2006 to Mar 24, 2023
Dec 15, 2006 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
Other Altra Industrial Motion Corp Analyses
Other GJR-GARCH Analyses on Equities