SS&C Gids Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2253 | 16.69 | |
| 0.1066 | 17.63 | |
| 0.7984 | 122.92 | |
| 0.1000 | 6.34 |
Estimation Period:
Nov 1, 1995 to Apr 13, 2018
Nov 1, 1995 to Apr 13, 2018
News Impact Curve
Volatility Forecasts
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