Mercury Interactive LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0561 | 2.75 | |
| 0.1530 | 19.11 | |
| 0.9849 | 202.21 | |
| -0.0603 | -7.32 |
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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