MRV Communications Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7921 | 14.10 | |
| 0.0801 | 13.46 | |
| 0.8634 | 128.14 | |
| 0.0764 | 6.32 |
Estimation Period:
Dec 8, 1992 to Aug 11, 2017
Dec 8, 1992 to Aug 11, 2017
News Impact Curve
Volatility Forecasts
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