Raytheon Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 13.36 | |
| 0.0224 | 13.61 | |
| 0.9403 | 586.60 | |
| 0.0619 | 14.56 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2020
Jan 2, 1990 to Apr 3, 2020
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities