DuPont Fabros Technology Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0808 | 9.61 | |
| 0.0414 | 11.19 | |
| 0.9066 | 190.51 | |
| 0.0708 | 6.64 |
Estimation Period:
Oct 19, 2007 to Sep 8, 2017
Oct 19, 2007 to Sep 8, 2017
News Impact Curve
Volatility Forecasts
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