Demandware Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.72 | |
| 0.5998 | 8.71 | |
| 0.2229 | 9.31 | |
| -0.4167 | -5.37 |
Estimation Period:
Mar 15, 2012 to Jul 8, 2016
Mar 15, 2012 to Jul 8, 2016
News Impact Curve
Volatility Forecasts
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