Trimark Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4878 | 20.02 | |
| 0.2191 | 14.02 | |
| 0.6649 | 65.07 | |
| 0.0865 | 2.93 |
Estimation Period:
Apr 20, 1992 to Aug 2, 2000
Apr 20, 1992 to Aug 2, 2000
News Impact Curve
Volatility Forecasts
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