Fortress Investment Group LLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0175 | -3.59 | |
| 0.1777 | 33.14 | |
| 0.8553 | 286.16 | |
| 0.3560 | 8.12 |
Estimation Period:
Feb 9, 2007 to Dec 22, 2017
Feb 9, 2007 to Dec 22, 2017
News Impact Curve
Volatility Forecasts
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