Allergan Inc/United States AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 6.75 | |
| 0.0781 | 30.87 | |
| 0.8987 | 291.04 | |
| 0.8021 | 14.18 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2015
Jan 2, 1990 to Mar 13, 2015
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities