Mattersight Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2746 | 9.54 | |
| 0.0143 | 7.14 | |
| 0.9379 | 333.04 | |
| 0.0675 | 12.04 |
Estimation Period:
Feb 11, 2000 to Aug 17, 2018
Feb 11, 2000 to Aug 17, 2018
News Impact Curve
Volatility Forecasts
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