CSRA Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1851 | 5.43 | |
| 0.0054 | 1.25 | |
| 0.8445 | 65.52 | |
| 0.2328 | 4.53 |
Estimation Period:
Nov 16, 2015 to Mar 29, 2018
Nov 16, 2015 to Mar 29, 2018
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities