FEI Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0704 | 11.50 | |
| 0.0133 | 9.39 | |
| 0.9574 | 582.71 | |
| 0.0497 | 12.45 |
Estimation Period:
Jun 1, 1995 to Sep 16, 2016
Jun 1, 1995 to Sep 16, 2016
News Impact Curve
Volatility Forecasts
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