Pipe NT Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 2.72 | |
| 0.0271 | 5.48 | |
| 0.9555 | 255.34 | |
| 0.0350 | 5.02 |
Estimation Period:
Feb 20, 1998 to Feb 28, 2003
Feb 20, 1998 to Feb 28, 2003
News Impact Curve
Volatility Forecasts
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