International Securities Exchange Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 5.24 | |
| 0.1203 | 5.59 | |
| 0.7893 | 137.97 | |
| 0.1809 | 2.01 |
Estimation Period:
Mar 7, 2005 to Dec 19, 2007
Mar 7, 2005 to Dec 19, 2007
News Impact Curve
Volatility Forecasts
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