Investment Technology Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0896 | 9.02 | |
| 0.0199 | 12.50 | |
| 0.9491 | 480.81 | |
| 0.0409 | 9.38 |
Estimation Period:
Jan 2, 1990 to Feb 22, 2019
Jan 2, 1990 to Feb 22, 2019
News Impact Curve
Volatility Forecasts
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