Harvest Capital Credit Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1651 | 13.75 | |
| 0.1526 | 9.56 | |
| 0.7407 | 60.19 | |
| 0.1585 | 5.47 |
Estimation Period:
May 3, 2013 to Jun 4, 2021
May 3, 2013 to Jun 4, 2021
News Impact Curve
Volatility Forecasts
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