Comverse Technology Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3907 | 13.60 | |
| 0.0470 | 11.39 | |
| 0.8921 | 206.55 | |
| 0.0551 | 4.27 |
Estimation Period:
May 29, 1992 to Feb 4, 2013
May 29, 1992 to Feb 4, 2013
News Impact Curve
Volatility Forecasts
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