DTS Inc/CA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8578 | 20.71 | |
| 0.0753 | 11.51 | |
| 0.5784 | 47.55 | |
| 0.2693 | 9.31 |
Estimation Period:
Jul 10, 2003 to Nov 25, 2016
Jul 10, 2003 to Nov 25, 2016
News Impact Curve
Volatility Forecasts
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