Trecora LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0838 | 7.74 | |
| 0.0347 | 13.08 | |
| 0.9311 | 364.43 | |
| 0.0683 | 12.63 |
Estimation Period:
Jan 2, 1990 to Jun 17, 2022
Jan 2, 1990 to Jun 17, 2022
News Impact Curve
Volatility Forecasts
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