NRC Group Holdings Corp. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 2.54 | |
| 0.0118 | 0.96 | |
| 0.9022 | 86.20 | |
| 0.1719 | 5.94 |
Estimation Period:
Aug 1, 2017 to Oct 25, 2019
Aug 1, 2017 to Oct 25, 2019
News Impact Curve
Volatility Forecasts
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