DIRECTV AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 6.12 | |
| 0.0784 | 32.65 | |
| 0.9098 | 351.83 | |
| 0.3886 | 8.29 |
Estimation Period:
Dec 24, 2003 to Jul 24, 2015
Dec 24, 2003 to Jul 24, 2015
News Impact Curve
Volatility Forecasts
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