Exa Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1377 | 22.48 | |
| 0.4007 | 7.11 | |
| 0.2898 | 14.06 | |
| -0.2034 | -2.39 |
Estimation Period:
Jun 28, 2012 to Nov 10, 2017
Jun 28, 2012 to Nov 10, 2017
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities