CM Wind Down Topco Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0776 | 4.65 | |
| 0.0087 | 5.70 | |
| 0.9453 | 408.67 | |
| 0.0921 | 17.60 |
Estimation Period:
Jun 26, 1998 to Jun 1, 2018
Jun 26, 1998 to Jun 1, 2018
News Impact Curve
Volatility Forecasts
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