Meritor Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0695 | 8.54 | |
| 0.0000 | 0.00 | |
| 0.9660 | 852.57 | |
| 0.0600 | 18.17 |
Estimation Period:
Jul 10, 2000 to Jul 29, 2022
Jul 10, 2000 to Jul 29, 2022
News Impact Curve
Volatility Forecasts
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