OptionsXpress Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4580 | 11.40 | |
| 0.0458 | 8.08 | |
| 0.8581 | 153.75 | |
| 0.0899 | 7.84 |
Estimation Period:
Jan 25, 2005 to Aug 31, 2011
Jan 25, 2005 to Aug 31, 2011
News Impact Curve
Volatility Forecasts
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