Iteris Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2919 | 8.16 | |
| 0.0485 | 14.43 | |
| 0.9065 | 335.85 | |
| 0.0645 | 5.87 |
Estimation Period:
Jan 1, 1990 to Nov 1, 2024
Jan 1, 1990 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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