Reebok International Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0891 | 6.71 | |
| 0.0412 | 9.98 | |
| 0.9241 | 218.04 | |
| 0.0587 | 6.33 |
Estimation Period:
Jan 1, 1990 to Jan 31, 2006
Jan 1, 1990 to Jan 31, 2006
News Impact Curve
Volatility Forecasts
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