Lumber, Generic 1st GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 6.02 | |
| 0.0098 | 13.39 | |
| 0.9832 | 1,247.70 | |
| 0.0112 | 8.87 |
Estimation Period:
Jan 1, 1990 to Nov 19, 2021
Jan 1, 1990 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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