Alaska Communications Systems Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1940 | 13.88 | |
| 0.0839 | 13.77 | |
| 0.8989 | 177.90 | |
| 0.0089 | 0.75 |
Estimation Period:
Nov 18, 1999 to Jul 16, 2021
Nov 18, 1999 to Jul 16, 2021
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities