Care Capital Properties Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4123 | 7.72 | |
| 0.1194 | 3.11 | |
| 0.7371 | 26.61 | |
| -0.0425 | -0.93 |
Estimation Period:
Aug 14, 2015 to Aug 11, 2017
Aug 14, 2015 to Aug 11, 2017
News Impact Curve
Volatility Forecasts
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