NCO Portfolio Management Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7849 | 11.82 | |
| 0.1856 | 9.41 | |
| 0.5094 | 22.45 | |
| 0.5237 | 4.77 |
Estimation Period:
Feb 23, 2001 to Mar 26, 2004
Feb 23, 2001 to Mar 26, 2004
News Impact Curve
Volatility Forecasts
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