Genesee & Wyoming Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 5.02 | |
| 0.0192 | 12.91 | |
| 0.9623 | 640.25 | |
| 0.0370 | 11.75 |
Estimation Period:
Jun 25, 1996 to Dec 27, 2019
Jun 25, 1996 to Dec 27, 2019
News Impact Curve
Volatility Forecasts
Other Genesee & Wyoming Inc Analyses
Other GJR-GARCH Analyses on Equities