Dana Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 2.88 | |
| 0.0000 | 0.00 | |
| 0.9757 | 562.36 | |
| 0.0486 | 14.82 |
Estimation Period:
Jan 1, 1990 to Jan 31, 2008
Jan 1, 1990 to Jan 31, 2008
News Impact Curve
Volatility Forecasts
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