Micro Focus Software Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 7.04 | |
| 0.0167 | 11.86 | |
| 0.9709 | 669.13 | |
| 0.0197 | 7.40 |
Estimation Period:
Jan 1, 1990 to Apr 27, 2011
Jan 1, 1990 to Apr 27, 2011
News Impact Curve
Volatility Forecasts
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