Mercury Interactive LLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6242 | 8.96 | |
| 0.1378 | 32.84 | |
| 0.8437 | 233.13 | |
| 0.4678 | 2.34 |
Estimation Period:
Oct 28, 1993 to Nov 8, 2006
Oct 28, 1993 to Nov 8, 2006
News Impact Curve
Volatility Forecasts
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