Medimmune LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 10.30 | |
| 0.1632 | 25.92 | |
| 0.9879 | 834.39 | |
| -0.0238 | -3.81 |
Estimation Period:
May 7, 1991 to Jun 18, 2007
May 7, 1991 to Jun 18, 2007
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities