P&F Industries Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0989 | 7.00 | |
| 0.0122 | 12.65 | |
| 0.9635 | 741.19 | |
| 0.0403 | 13.43 |
Estimation Period:
Jan 1, 1990 to Dec 15, 2023
Jan 1, 1990 to Dec 15, 2023
News Impact Curve
Volatility Forecasts
Other P&F Industries Inc Analyses
Other GJR-GARCH Analyses on Equities