FairPoint Communications Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6088 | 13.08 | |
| 0.0832 | 7.55 | |
| 0.7824 | 72.61 | |
| 0.0948 | 3.83 |
Estimation Period:
May 18, 2011 to Jul 3, 2017
May 18, 2011 to Jul 3, 2017
News Impact Curve
Volatility Forecasts
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