Norbord Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0810 | 20.93 | |
| 0.0428 | 21.00 | |
| 0.9291 | 488.49 | |
| 0.0251 | 6.04 |
Estimation Period:
Jan 1, 1990 to Jan 29, 2021
Jan 1, 1990 to Jan 29, 2021
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities