Janus Henderson Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1766 | 11.16 | |
| 0.0191 | 5.88 | |
| 0.8980 | 204.55 | |
| 0.1039 | 11.49 |
Estimation Period:
Dec 22, 2003 to May 26, 2017
Dec 22, 2003 to May 26, 2017
News Impact Curve
Volatility Forecasts
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