QAD Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7029 | 10.41 | |
| 0.0948 | 15.64 | |
| 0.8303 | 137.21 | |
| 0.1019 | 6.13 |
Estimation Period:
Aug 6, 1997 to Oct 15, 2021
Aug 6, 1997 to Oct 15, 2021
News Impact Curve
Volatility Forecasts
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