Washington Mutual GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 1.35 | |
| 0.0111 | 5.23 | |
| 0.9764 | 264.52 | |
| 0.0251 | 3.80 |
Estimation Period:
Jan 2, 1990 to Mar 19, 2012
Jan 2, 1990 to Mar 19, 2012
News Impact Curve
Volatility Forecasts
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