TD Waterhouse Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2577 | 7.96 | |
| 0.0946 | 7.04 | |
| 0.7623 | 49.84 | |
| 0.1785 | 3.88 |
Estimation Period:
May 7, 1990 to Nov 26, 2001
May 7, 1990 to Nov 26, 2001
News Impact Curve
Volatility Forecasts
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