SWS Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0883 | 8.85 | |
| 0.0328 | 8.78 | |
| 0.9360 | 288.99 | |
| 0.0573 | 9.71 |
Estimation Period:
Oct 10, 1991 to Dec 31, 2014
Oct 10, 1991 to Dec 31, 2014
News Impact Curve
Volatility Forecasts
Other SWS Group Inc Analyses
Other GJR-GARCH Analyses on Equities