Verso Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1731 | 13.65 | |
| 0.1177 | 6.72 | |
| 0.6498 | 32.97 | |
| 0.1349 | 2.86 |
Estimation Period:
Jul 19, 2016 to Mar 18, 2022
Jul 19, 2016 to Mar 18, 2022
News Impact Curve
Volatility Forecasts
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