DIRECTV EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 6.12 | |
| 0.1505 | 33.41 | |
| 0.9845 | 613.39 | |
| -0.0562 | -9.46 |
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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