Home Capital Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0587 | 18.42 | |
| 0.0199 | 8.43 | |
| 0.9423 | 390.84 | |
| 0.0714 | 16.97 |
Estimation Period:
Jan 1, 1990 to Sep 1, 2023
Jan 1, 1990 to Sep 1, 2023
News Impact Curve
Volatility Forecasts
Other Home Capital Group Inc Analyses
Other GJR-GARCH Analyses on International Equities