IQVIA Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1000 | 5.68 | |
| 0.0231 | 6.44 | |
| 0.8985 | 144.82 | |
| 0.1562 | 4.98 |
Estimation Period:
Jun 22, 1998 to Feb 26, 2010
Jun 22, 1998 to Feb 26, 2010
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities