Southern Co Gas GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 19.43 | |
| 0.0523 | 17.42 | |
| 0.9087 | 405.30 | |
| 0.0509 | 8.41 |
Estimation Period:
Jan 2, 1990 to Jun 24, 2016
Jan 2, 1990 to Jun 24, 2016
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities