John Hancock Financial Services Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 7.38 | |
| 0.0145 | 4.22 | |
| 0.9401 | 277.55 | |
| 0.0863 | 9.30 |
Estimation Period:
Jan 25, 2000 to Apr 28, 2004
Jan 25, 2000 to Apr 28, 2004
News Impact Curve
Volatility Forecasts
Other John Hancock Financial Services Inc Analyses
Other GJR-GARCH Analyses on Equities