TradeStation Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0932 | 3.81 | |
| 0.0328 | 14.90 | |
| 0.9534 | 327.28 | |
| 0.0227 | 4.30 |
Estimation Period:
Sep 30, 1997 to Jun 10, 2011
Sep 30, 1997 to Jun 10, 2011
News Impact Curve
Volatility Forecasts
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