Avaya Holdings Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3291 | 5.36 | |
| 0.0034 | 1.31 | |
| 0.9247 | 223.46 | |
| 0.1317 | 12.79 |
Estimation Period:
Dec 19, 2017 to Feb 10, 2023
Dec 19, 2017 to Feb 10, 2023
News Impact Curve
Volatility Forecasts
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