Trizec Canada Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2468 | 25.81 | |
| 0.3956 | 3.66 | |
| 0.0850 | 3.74 | |
| -0.0878 | -0.67 |
Estimation Period:
Apr 23, 2002 to Oct 5, 2006
Apr 23, 2002 to Oct 5, 2006
News Impact Curve
Volatility Forecasts
Other Trizec Canada Inc Analyses
Other GJR-GARCH Analyses on International Equities