Fusion CB Holdings Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
0.00%
1 Week
0.00%
1 Month
0.00%
Analysis last updated: Monday, March 1, 2021 at 06:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0736 | 14,727.20 | |
| 0.8492 | 169,840.80 | |
| 0.1543 | 30,864.00 |
Estimation Period:
Nov 3, 2005 to Dec 26, 2014
Nov 3, 2005 to Dec 26, 2014
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