DreamWorks Animation SKG Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0547 | 5.39 | |
| 0.0018 | 0.94 | |
| 0.9687 | 478.82 | |
| 0.0424 | 8.73 |
Estimation Period:
Oct 28, 2004 to Aug 19, 2016
Oct 28, 2004 to Aug 19, 2016
News Impact Curve
Volatility Forecasts
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