Revlon Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6183 | 14.02 | |
| 0.1043 | 14.52 | |
| 0.8392 | 143.35 | |
| 0.0723 | 4.12 |
Estimation Period:
Feb 29, 1996 to Oct 14, 2022
Feb 29, 1996 to Oct 14, 2022
News Impact Curve
Volatility Forecasts
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