Dow Jones & Co Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0514 | 9.12 | |
| 0.7024 | 11.09 | |
| 0.0476 | 6.01 | |
| 1.4211 | 0.14 | |
| 0.4895 | 0.12 | |
| 0.0000 | 0.00 |
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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