Tech Data Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 2.47 | |
| 0.0053 | 5.13 | |
| 0.9879 | 1,315.48 | |
| 0.0118 | 7.15 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2020
Jan 2, 1990 to Jun 26, 2020
News Impact Curve
Volatility Forecasts
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