Mackenzie Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3964 | 17.38 | |
| 0.1296 | 10.30 | |
| 0.7929 | 117.67 | |
| 0.0253 | 1.28 |
Estimation Period:
Jan 1, 1990 to May 30, 2001
Jan 1, 1990 to May 30, 2001
News Impact Curve
Volatility Forecasts
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