Retail Value Inc. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1467 | 8.02 | |
| 0.0483 | 9.99 | |
| 0.8626 | 124.48 | |
| 0.1335 | 7.20 |
Estimation Period:
Jun 27, 2018 to Apr 1, 2022
Jun 27, 2018 to Apr 1, 2022
News Impact Curve
Volatility Forecasts
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