OHA Investment Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0634 | 15.56 | |
| 0.0563 | 13.36 | |
| 0.8979 | 370.56 | |
| 0.0888 | 10.55 |
Estimation Period:
Nov 10, 2004 to Dec 13, 2019
Nov 10, 2004 to Dec 13, 2019
News Impact Curve
Volatility Forecasts
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