Horizon Orphan Holdings LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2703 | 9.15 | |
| 0.0225 | 7.25 | |
| 0.9548 | 309.81 | |
| 0.0360 | 7.48 |
Estimation Period:
Sep 8, 1998 to Oct 21, 2016
Sep 8, 1998 to Oct 21, 2016
News Impact Curve
Volatility Forecasts
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