Staples Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0714 | 10.08 | |
| 0.0177 | 11.31 | |
| 0.9536 | 516.02 | |
| 0.0396 | 10.44 |
Estimation Period:
Jan 2, 1990 to Sep 8, 2017
Jan 2, 1990 to Sep 8, 2017
News Impact Curve
Volatility Forecasts
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