Tiffany & Co MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0191 | 8.35 | |
| 0.8564 | 182.84 | |
| 0.1420 | 27.05 | |
| 0.0281 | 3.86 | |
| 0.0106 | 4.11 | |
| 0.9847 | 303.55 |
Estimation Period:
Jan 1, 1990 to Jan 6, 2021
Jan 1, 1990 to Jan 6, 2021
News Impact Curve
Volatility Forecasts
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