Mount Real Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7741 | 13.16 | |
| 0.2680 | 10.72 | |
| 0.7536 | 80.43 | |
| -0.0431 | -0.91 |
Estimation Period:
Jan 1, 1990 to Nov 10, 2005
Jan 1, 1990 to Nov 10, 2005
News Impact Curve
Volatility Forecasts
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