Mercury Interactive LLC APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0721 | 14.04 | |
| 0.0791 | 18.94 | |
| 0.9209 | 249.85 | |
| 0.3320 | 8.00 | |
| 0.7999 | 22.60 |
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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