Caremark Rx Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0776 | 7.67 | |
| 0.0192 | 7.02 | |
| 0.9261 | 299.89 | |
| 0.1095 | 10.52 |
Estimation Period:
Feb 21, 1995 to Mar 21, 2007
Feb 21, 1995 to Mar 21, 2007
News Impact Curve
Volatility Forecasts
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