Airgas Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0842 | 22.82 | |
| 0.0732 | 11.71 | |
| 0.8721 | 232.80 | |
| 0.1094 | 11.19 |
Estimation Period:
Jan 2, 1990 to May 20, 2016
Jan 2, 1990 to May 20, 2016
News Impact Curve
Volatility Forecasts
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