Indigo Books & Music Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 5.61 | |
| 0.0224 | 11.44 | |
| 0.9562 | 374.24 | |
| 0.0410 | 7.01 |
Estimation Period:
Dec 4, 1996 to May 31, 2024
Dec 4, 1996 to May 31, 2024
News Impact Curve
Volatility Forecasts
Other Indigo Books & Music Inc Analyses
Other GJR-GARCH Analyses on International Equities