GTT Communications Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0953 | 3.81 | |
| 0.0115 | 3.60 | |
| 0.9581 | 467.62 | |
| 0.0608 | 9.81 |
Estimation Period:
May 20, 2005 to Jun 25, 2021
May 20, 2005 to Jun 25, 2021
News Impact Curve
Volatility Forecasts
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