Metris Companies Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 2.29 | |
| 0.1145 | 17.67 | |
| 0.9999 | 1,127.32 | |
| -0.0575 | -10.14 |
Estimation Period:
Oct 24, 1996 to Nov 30, 2005
Oct 24, 1996 to Nov 30, 2005
News Impact Curve
Volatility Forecasts
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