Red Hat LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 10.76 | |
| 0.0000 | 0.00 | |
| 0.9705 | 833.79 | |
| 0.0589 | 17.06 |
Estimation Period:
Aug 12, 1999 to Aug 2, 2019
Aug 12, 1999 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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