Vector Group Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 10.33 | |
| 0.0330 | 17.52 | |
| 0.9636 | 908.18 | |
| 0.0069 | 2.08 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
News Impact Curve
Volatility Forecasts
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