Federal-Mogul Holdings Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4150 | 11.66 | |
| 0.0792 | 10.28 | |
| 0.8248 | 109.83 | |
| 0.1684 | 7.22 |
Estimation Period:
Dec 17, 2007 to Jan 20, 2017
Dec 17, 2007 to Jan 20, 2017
News Impact Curve
Volatility Forecasts
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