Dean Foods Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2824 | 7.88 | |
| 0.0705 | 7.94 | |
| 0.8689 | 113.98 | |
| 0.0958 | 5.75 |
Estimation Period:
Apr 17, 1996 to May 14, 2021
Apr 17, 1996 to May 14, 2021
News Impact Curve
Volatility Forecasts
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