NCI Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6643 | 14.66 | |
| 0.0699 | 9.62 | |
| 0.8212 | 104.92 | |
| 0.0808 | 4.32 |
Estimation Period:
Oct 24, 2005 to Aug 11, 2017
Oct 24, 2005 to Aug 11, 2017
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities