Jefferies Group Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1121 | 6.85 | |
| 0.0673 | 20.59 | |
| 0.9157 | 196.54 | |
| 0.5330 | 5.59 |
Estimation Period:
Apr 29, 1999 to Feb 28, 2013
Apr 29, 1999 to Feb 28, 2013
News Impact Curve
Volatility Forecasts
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