Calamos Asset Management Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 6.93 | |
| 0.0322 | 12.20 | |
| 0.9451 | 348.76 | |
| 0.0352 | 6.20 |
Estimation Period:
Oct 28, 2004 to Feb 17, 2017
Oct 28, 2004 to Feb 17, 2017
News Impact Curve
Volatility Forecasts
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