DFC Global Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8830 | 17.20 | |
| 0.0130 | 4.18 | |
| 0.8016 | 113.32 | |
| 0.2281 | 10.96 |
Estimation Period:
Jan 26, 2005 to Jun 13, 2014
Jan 26, 2005 to Jun 13, 2014
News Impact Curve
Volatility Forecasts
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