MMA Capital Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 4.24 | |
| 0.0118 | 7.02 | |
| 0.9652 | 519.51 | |
| 0.0458 | 12.61 |
Estimation Period:
Sep 2, 1996 to Aug 6, 2021
Sep 2, 1996 to Aug 6, 2021
News Impact Curve
Volatility Forecasts
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