Pendrell Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 25th, 2022:79.85% (-3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1806 | 8.16 | |
| 0.0517 | 15.18 | |
| 0.9147 | 279.88 | |
| 0.0674 | 6.31 |
Estimation Period:
Jun 12, 2000 to Apr 22, 2022
Jun 12, 2000 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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