GTT Communications Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0100 | 2.66 | |
| 0.9689 | 714.01 | |
| 0.0421 | 6.34 | |
| 9.8119 | 2.87 | |
| 0.0000 | 0.01 | |
| 0.9935 | 223.57 |
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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