Pepsi Bottling Group Inc/The GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 2.76 | |
| 0.0049 | 2.81 | |
| 0.9694 | 436.08 | |
| 0.0499 | 13.17 |
Estimation Period:
Mar 29, 1999 to Feb 26, 2010
Mar 29, 1999 to Feb 26, 2010
News Impact Curve
Volatility Forecasts
Other Pepsi Bottling Group Inc/The Analyses
Other GJR-GARCH Analyses on Equities