Viacom Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0484 | 14.76 | |
| 0.0209 | 13.29 | |
| 0.9277 | 535.62 | |
| 0.0895 | 18.14 |
Estimation Period:
May 31, 1990 to Nov 29, 2019
May 31, 1990 to Nov 29, 2019
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities