Navistar International Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0234 | 8.79 | |
| 0.7881 | 82.71 | |
| 0.1110 | 21.53 | |
| 0.0000 | 0.00 | |
| 0.5381 | 9.10 | |
| 0.4619 | 7.74 |
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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