RR Donnelley & Sons Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 3.69 | |
| 0.0053 | 5.18 | |
| 0.9765 | 1,183.60 | |
| 0.0339 | 15.55 |
Estimation Period:
Jan 1, 1990 to Feb 18, 2022
Jan 1, 1990 to Feb 18, 2022
News Impact Curve
Volatility Forecasts
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