Albertson's LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 6.04 | |
| 0.0734 | 18.45 | |
| 0.9934 | 612.47 | |
| -0.0141 | -4.24 |
Estimation Period:
Jan 1, 1990 to Jun 1, 2006
Jan 1, 1990 to Jun 1, 2006
News Impact Curve
Volatility Forecasts
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