Fortress Investment Group LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 10.09 | |
| 0.2305 | 20.92 | |
| 0.9907 | 991.70 | |
| -0.0387 | -4.18 |
Estimation Period:
Feb 9, 2007 to Dec 22, 2017
Feb 9, 2007 to Dec 22, 2017
News Impact Curve
Volatility Forecasts
Other Fortress Investment Group LLC Analyses
Other EGARCH Analyses on Equities