Safeway Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 3.72 | |
| 0.0270 | 16.47 | |
| 0.9697 | 1,016.50 | |
| 0.0065 | 2.31 |
Estimation Period:
Apr 27, 1990 to Jan 23, 2015
Apr 27, 1990 to Jan 23, 2015
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities