Proofpoint Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6316 | 13.71 | |
| 0.0945 | 10.64 | |
| 0.7484 | 73.77 | |
| 0.1611 | 6.03 |
Estimation Period:
Apr 20, 2012 to Aug 27, 2021
Apr 20, 2012 to Aug 27, 2021
News Impact Curve
Volatility Forecasts
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