Pactiv LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0814 | 12.85 | |
| 0.0013 | 0.61 | |
| 0.9215 | 211.99 | |
| 0.1407 | 14.52 |
Estimation Period:
Oct 26, 1999 to Nov 16, 2010
Oct 26, 1999 to Nov 16, 2010
News Impact Curve
Volatility Forecasts
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