InfraREIT Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 10.55 | |
| 0.1001 | 10.10 | |
| 0.8522 | 158.91 | |
| 0.0953 | 3.39 |
Estimation Period:
Jan 30, 2015 to May 10, 2019
Jan 30, 2015 to May 10, 2019
News Impact Curve
Volatility Forecasts
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