PCM Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4563 | 14.83 | |
| 0.2285 | 21.35 | |
| 0.7167 | 94.80 | |
| 0.1063 | 4.92 |
Estimation Period:
Apr 4, 1995 to Aug 23, 2019
Apr 4, 1995 to Aug 23, 2019
News Impact Curve
Volatility Forecasts
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