Diligent Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1232 | 5.94 | |
| 0.0000 | 0.00 | |
| 0.9414 | 242.31 | |
| 0.1107 | 8.71 |
Estimation Period:
Dec 12, 2007 to Apr 8, 2016
Dec 12, 2007 to Apr 8, 2016
News Impact Curve
Volatility Forecasts
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