MVC Capital Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0600 | 16.53 | |
| 0.0662 | 14.79 | |
| 0.8654 | 206.05 | |
| 0.0991 | 9.70 |
Estimation Period:
Jun 26, 2000 to Dec 18, 2020
Jun 26, 2000 to Dec 18, 2020
News Impact Curve
Volatility Forecasts
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