Perspecta Inc. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2294 | 5.31 | |
| 0.0000 | 0.00 | |
| 0.7966 | 46.23 | |
| 0.4069 | 4.65 |
Estimation Period:
May 24, 2018 to Apr 30, 2021
May 24, 2018 to Apr 30, 2021
News Impact Curve
Volatility Forecasts
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