Trendwest Resorts Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3283 | 7.10 | |
| 0.0423 | 4.34 | |
| 0.8251 | 58.23 | |
| 0.1185 | 3.76 |
Estimation Period:
Aug 14, 1997 to May 31, 2002
Aug 14, 1997 to May 31, 2002
News Impact Curve
Volatility Forecasts
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