Cooper Tire & Rubber Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1826 | 16.26 | |
| 0.0230 | 11.77 | |
| 0.9047 | 286.76 | |
| 0.0924 | 17.23 |
Estimation Period:
Jan 2, 1990 to Jun 4, 2021
Jan 2, 1990 to Jun 4, 2021
News Impact Curve
Volatility Forecasts
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