Maxcor Financial Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2002 | 7.74 | |
| 0.0936 | 10.77 | |
| 0.9057 | 178.53 | |
| 0.0015 | 0.12 |
Estimation Period:
Dec 6, 1994 to May 20, 2005
Dec 6, 1994 to May 20, 2005
News Impact Curve
Volatility Forecasts
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