TheStreet Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 5.55 | |
| 0.0108 | 10.14 | |
| 0.9815 | 1,168.48 | |
| 0.0103 | 2.72 |
Estimation Period:
May 11, 1999 to Aug 2, 2019
May 11, 1999 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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