AmCOMP Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0747 | 7.14 | |
| 0.0000 | 0.00 | |
| 0.9312 | 182.30 | |
| 0.1377 | 6.12 |
Estimation Period:
Feb 8, 2006 to Oct 31, 2008
Feb 8, 2006 to Oct 31, 2008
News Impact Curve
Volatility Forecasts
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