Comcast Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 9.26 | |
| 0.0236 | 11.87 | |
| 0.9564 | 633.78 | |
| 0.0391 | 10.87 |
Estimation Period:
Jan 1, 1990 to Dec 11, 2015
Jan 1, 1990 to Dec 11, 2015
News Impact Curve
Volatility Forecasts
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