Anixter International Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 13.06 | |
| 0.0091 | 7.66 | |
| 0.9519 | 513.43 | |
| 0.0541 | 16.77 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2020
Jan 2, 1990 to Jun 19, 2020
News Impact Curve
Volatility Forecasts
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