Dana Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 7.68 | |
| 0.0375 | 19.10 | |
| 0.9625 | 486.11 |
Estimation Period:
Jan 1, 1990 to Jan 31, 2008
Jan 1, 1990 to Jan 31, 2008
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities