PARTS iD Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 3.69 | |
| 0.0108 | 0.41 | |
| 0.9232 | 39.21 | |
| 0.1321 | 1.65 |
Estimation Period:
Dec 7, 2017 to Feb 23, 2024
Dec 7, 2017 to Feb 23, 2024
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities