DryShips Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3083 | 8.54 | |
| 0.0772 | 11.42 | |
| 0.8980 | 226.47 | |
| 0.0495 | 4.96 |
Estimation Period:
Feb 3, 2005 to Oct 4, 2019
Feb 3, 2005 to Oct 4, 2019
News Impact Curve
Volatility Forecasts
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