FNFV Group GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4089 | 9.62 | |
| 0.1959 | 6.80 | |
| 0.6943 | 33.02 | |
| -0.0042 | -0.11 |
Estimation Period:
Jun 23, 2014 to Nov 17, 2017
Jun 23, 2014 to Nov 17, 2017
News Impact Curve
Volatility Forecasts
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