Comerica Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0604 | 17.60 | |
| 0.0358 | 15.37 | |
| 0.9165 | 417.14 | |
| 0.0713 | 12.12 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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