Raytheon Co GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 6th, 2020):
1 Day
106.58%
1 Week
105.95%
1 Month
103.52%
Analysis last updated: Monday, March 1, 2021 at 06:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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