Express Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7919 | 9.72 | |
| 0.1103 | 12.67 | |
| 0.8393 | 123.83 | |
| 0.0705 | 3.99 |
Estimation Period:
May 13, 2010 to Jun 28, 2024
May 13, 2010 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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