CDI Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6550 | 20.27 | |
| 0.0724 | 13.13 | |
| 0.7961 | 138.69 | |
| 0.1019 | 9.08 |
Estimation Period:
Jan 2, 1990 to Sep 8, 2017
Jan 2, 1990 to Sep 8, 2017
News Impact Curve
Volatility Forecasts
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