FCStone Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6525 | 4.75 | |
| 0.0000 | 0.00 | |
| 0.8285 | 101.48 | |
| 0.3431 | 9.81 |
Estimation Period:
Mar 14, 2007 to Sep 30, 2009
Mar 14, 2007 to Sep 30, 2009
News Impact Curve
Volatility Forecasts
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