Procentury Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0871 | 6.25 | |
| 0.2454 | 11.40 | |
| 0.9486 | 125.73 | |
| -0.0911 | -5.18 |
Estimation Period:
Apr 19, 2004 to Jul 31, 2008
Apr 19, 2004 to Jul 31, 2008
News Impact Curve
Volatility Forecasts
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