FGL Holdings EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1434 | 5.29 | |
| 0.5316 | 20.88 | |
| 0.9821 | 245.35 | |
| 0.2372 | 5.57 |
Estimation Period:
Aug 1, 2016 to May 29, 2020
Aug 1, 2016 to May 29, 2020
News Impact Curve
Volatility Forecasts
Other FGL Holdings Analyses
Other EGARCH Analyses on Equities