Mahwah Bergen Retail Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0854 | 9.79 | |
| 0.0126 | 9.16 | |
| 0.9548 | 688.92 | |
| 0.0522 | 15.83 |
Estimation Period:
Jan 2, 1990 to Feb 19, 2021
Jan 2, 1990 to Feb 19, 2021
News Impact Curve
Volatility Forecasts
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