FBR & Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1140 | 8.63 | |
| 0.0328 | 8.25 | |
| 0.9191 | 226.39 | |
| 0.0687 | 7.54 |
Estimation Period:
Jun 8, 2007 to May 26, 2017
Jun 8, 2007 to May 26, 2017
News Impact Curve
Volatility Forecasts
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