Time Warner Cable Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 4.19 | |
| 0.0053 | 2.20 | |
| 0.9554 | 268.08 | |
| 0.0549 | 7.08 |
Estimation Period:
Jan 9, 2007 to May 13, 2016
Jan 9, 2007 to May 13, 2016
News Impact Curve
Volatility Forecasts
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