PHI Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3976 | 13.48 | |
| 0.0581 | 9.53 | |
| 0.8915 | 237.15 | |
| 0.0555 | 5.05 |
Estimation Period:
Jan 1, 1991 to Aug 2, 2019
Jan 1, 1991 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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