Nortek Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1079 | 7.20 | |
| 0.0927 | 5.47 | |
| 0.8472 | 86.69 | |
| 0.1202 | 4.32 |
Estimation Period:
Jun 15, 2010 to Aug 26, 2016
Jun 15, 2010 to Aug 26, 2016
News Impact Curve
Volatility Forecasts
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