Dow Jones & Co Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1178 | 7.31 | |
| 0.0661 | 12.72 | |
| 0.8910 | 139.90 | |
| 0.0097 | 1.04 |
Estimation Period:
Jan 1, 1990 to Dec 13, 2007
Jan 1, 1990 to Dec 13, 2007
News Impact Curve
Volatility Forecasts
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