Eastman Kodak Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2654 | 13.26 | |
| 0.1237 | 18.13 | |
| 0.8186 | 114.18 | |
| 0.1156 | 7.11 |
Estimation Period:
Jan 1, 1990 to Sep 3, 2013
Jan 1, 1990 to Sep 3, 2013
News Impact Curve
Volatility Forecasts
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