Microsemi Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 4.45 | |
| 0.0184 | 12.13 | |
| 0.9745 | 688.66 | |
| 0.0144 | 6.03 |
Estimation Period:
Jan 2, 1990 to May 25, 2018
Jan 2, 1990 to May 25, 2018
News Impact Curve
Volatility Forecasts
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