McAfee Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 8.61 | |
| 0.0000 | 0.00 | |
| 0.9703 | 1,031.15 | |
| 0.0594 | 21.17 |
Estimation Period:
Oct 5, 1992 to Feb 28, 2011
Oct 5, 1992 to Feb 28, 2011
News Impact Curve
Volatility Forecasts
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