Tiffany & Co EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 10.20 | |
| 0.1346 | 26.28 | |
| 0.9742 | 562.48 | |
| -0.0834 | -19.84 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2020
Jan 1, 1990 to Dec 31, 2020
News Impact Curve
Volatility Forecasts
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