Dow Jones & Co Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1184 | 7.66 | |
| 0.0721 | 19.11 | |
| 0.8896 | 138.49 |
Estimation Period:
Jan 1, 1990 to Dec 13, 2007
Jan 1, 1990 to Dec 13, 2007
News Impact Curve
Volatility Forecasts
Other Dow Jones & Co Inc Analyses
Other GARCH Analyses on Equities