Arconic Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6468 | 9.90 | |
| 0.1076 | 8.97 | |
| 0.7329 | 50.22 | |
| 0.3190 | 7.29 |
Estimation Period:
Apr 2, 2020 to Aug 11, 2023
Apr 2, 2020 to Aug 11, 2023
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities