CommerceHub Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5420 | 9.80 | |
| 0.3515 | 4.18 | |
| 0.4095 | 10.13 | |
| 0.4781 | 2.87 |
Estimation Period:
Jul 22, 2016 to May 18, 2018
Jul 22, 2016 to May 18, 2018
News Impact Curve
Volatility Forecasts
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