Axiall Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1348 | 12.28 | |
| 0.0475 | 16.67 | |
| 0.9054 | 344.13 | |
| 0.0808 | 14.70 |
Estimation Period:
Jan 2, 1990 to Aug 26, 2016
Jan 2, 1990 to Aug 26, 2016
News Impact Curve
Volatility Forecasts
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