Tesco Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1079 | 11.29 | |
| 0.0098 | 6.54 | |
| 0.9581 | 640.45 | |
| 0.0444 | 11.87 |
Estimation Period:
Dec 3, 1996 to Dec 8, 2017
Dec 3, 1996 to Dec 8, 2017
News Impact Curve
Volatility Forecasts
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