Allergan Inc/United States EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 9.49 | |
| 0.1564 | 32.72 | |
| 0.9717 | 454.47 | |
| -0.0580 | -10.81 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2015
Jan 2, 1990 to Mar 13, 2015
News Impact Curve
Volatility Forecasts
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