CapitalSource Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 8.87 | |
| 0.0013 | 1.05 | |
| 0.9558 | 444.35 | |
| 0.0784 | 18.01 |
Estimation Period:
Aug 7, 2003 to Apr 7, 2014
Aug 7, 2003 to Apr 7, 2014
News Impact Curve
Volatility Forecasts
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