Virtusa Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6806 | 16.74 | |
| 0.0442 | 9.59 | |
| 0.7757 | 120.77 | |
| 0.2656 | 11.68 |
Estimation Period:
Aug 3, 2007 to Feb 5, 2021
Aug 3, 2007 to Feb 5, 2021
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities