Sparton Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3087 | 7.40 | |
| 0.0551 | 13.72 | |
| 0.8818 | 161.12 | |
| 0.0623 | 6.00 |
Estimation Period:
Jan 2, 1990 to Mar 1, 2019
Jan 2, 1990 to Mar 1, 2019
News Impact Curve
Volatility Forecasts
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