Legg Mason Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0872 | 16.26 | |
| 0.0368 | 19.48 | |
| 0.9144 | 377.84 | |
| 0.0630 | 11.70 |
Estimation Period:
Jan 2, 1990 to Jul 24, 2020
Jan 2, 1990 to Jul 24, 2020
News Impact Curve
Volatility Forecasts
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