LaBranche & Co Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1052 | 8.29 | |
| 0.0333 | 16.86 | |
| 0.9604 | 363.25 |
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 GARCH Analyses on Equities