Mylan NV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0623 | 12.69 | |
| 0.0176 | 9.99 | |
| 0.9569 | 525.46 | |
| 0.0316 | 9.42 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Jan 2, 1990 to Nov 13, 2020
News Impact Curve
Volatility Forecasts
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