MTS Systems Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1575 | 15.90 | |
| 0.0629 | 13.43 | |
| 0.8822 | 195.70 | |
| 0.0830 | 12.79 |
Estimation Period:
Jan 2, 1990 to Apr 1, 2021
Jan 2, 1990 to Apr 1, 2021
News Impact Curve
Volatility Forecasts
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