Fenix Parts LLC GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.93 | |
| 0.7596 | 4.86 | |
| 0.5017 | 9.31 | |
| -0.5225 | -3.96 |
Estimation Period:
May 14, 2015 to Apr 20, 2018
May 14, 2015 to Apr 20, 2018
News Impact Curve
Volatility Forecasts
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