Avon Products Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 9.90 | |
| 0.0168 | 11.97 | |
| 0.9690 | 711.48 | |
| 0.0197 | 8.72 |
Estimation Period:
Jan 2, 1990 to Jan 3, 2020
Jan 2, 1990 to Jan 3, 2020
News Impact Curve
Volatility Forecasts
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