TD Bank US Holding Co EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 1.88 | |
| 0.2328 | 22.25 | |
| 1.0000 | 564.33 | |
| -0.0931 | -5.45 |
Estimation Period:
Jan 21, 2005 to Apr 19, 2007
Jan 21, 2005 to Apr 19, 2007
News Impact Curve
Volatility Forecasts
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