Starz Acquisition LLC /CO GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1875 | 12.04 | |
| 0.1224 | 11.60 | |
| 0.8092 | 88.67 | |
| 0.0996 | 7.10 |
Estimation Period:
May 5, 2006 to Dec 2, 2016
May 5, 2006 to Dec 2, 2016
News Impact Curve
Volatility Forecasts
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