Audacy Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 4.68 | |
| 0.0176 | 9.10 | |
| 0.9563 | 654.07 | |
| 0.0524 | 15.18 |
Estimation Period:
Jan 29, 1999 to Sep 27, 2024
Jan 29, 1999 to Sep 27, 2024
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities