Andeavor GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0616 | 15.26 | |
| 0.0274 | 14.41 | |
| 0.9502 | 576.56 | |
| 0.0335 | 9.83 |
Estimation Period:
Jan 1, 1990 to Sep 28, 2018
Jan 1, 1990 to Sep 28, 2018
News Impact Curve
Volatility Forecasts
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