Anadarko Petroleum Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1103 | 14.34 | |
| 0.0326 | 14.60 | |
| 0.9197 | 399.68 | |
| 0.0535 | 10.14 |
Estimation Period:
Jan 2, 1990 to Aug 2, 2019
Jan 2, 1990 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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