LegacyTexas Financial Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0989 | 15.04 | |
| 0.0445 | 11.95 | |
| 0.8882 | 204.28 | |
| 0.0878 | 9.92 |
Estimation Period:
Oct 3, 2006 to Oct 25, 2019
Oct 3, 2006 to Oct 25, 2019
News Impact Curve
Volatility Forecasts
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