Patriot Capital Funding Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1224 | 14.35 | |
| 0.1245 | 2.45 | |
| 0.8089 | 39.65 | |
| 0.1331 | 2.38 |
Estimation Period:
Jul 26, 2005 to Dec 2, 2009
Jul 26, 2005 to Dec 2, 2009
News Impact Curve
Volatility Forecasts
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