Chicago Bridge & Iron Co NV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2101 | 11.78 | |
| 0.0323 | 8.68 | |
| 0.9091 | 245.31 | |
| 0.0723 | 9.24 |
Estimation Period:
Mar 28, 1997 to May 4, 2018
Mar 28, 1997 to May 4, 2018
News Impact Curve
Volatility Forecasts
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