Navistar International Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0497 | 17.92 | |
| 0.0299 | 16.35 | |
| 0.9393 | 619.16 | |
| 0.0617 | 10.84 |
Estimation Period:
Jan 2, 1990 to Jun 25, 2021
Jan 2, 1990 to Jun 25, 2021
News Impact Curve
Volatility Forecasts
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