LaBranche & Co Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1981 | 12.80 | |
| 0.0488 | 23.80 | |
| 0.9392 | 365.03 | |
| 0.2003 | 1.25 |
Estimation Period:
Aug 17, 1999 to Jun 28, 2011
Aug 17, 1999 to Jun 28, 2011
News Impact Curve
Volatility Forecasts
Other LaBranche & Co Inc Analyses
Other AGARCH Analyses on Equities