TFCF Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 11.43 | |
| 0.0374 | 15.49 | |
| 0.9410 | 533.42 | |
| 0.0396 | 7.76 |
Estimation Period:
Jan 1, 1990 to Mar 28, 2014
Jan 1, 1990 to Mar 28, 2014
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts