MISR Conditioning - MIRACO GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4818 | 1.14 | |
| 0.0239 | 1.80 | |
| 0.9639 | 34.75 | |
| -0.0239 | -2.64 |
Estimation Period:
Feb 6, 1998 to Jan 18, 2018
Feb 6, 1998 to Jan 18, 2018
News Impact Curve
Volatility Forecasts
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