First Data Corporation GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0807 | 3.20 | |
| 0.0000 | 0.00 | |
| 0.9422 | 136.91 | |
| 0.0897 | 5.52 |
Estimation Period:
Oct 15, 2015 to Aug 2, 2019
Oct 15, 2015 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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