Westcorp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 8.76 | |
| 0.0570 | 21.09 | |
| 0.9430 | 308.68 | |
| 0.3007 | 10.84 | |
| 1.2607 | 20.19 |
Estimation Period:
Jan 1, 1990 to Feb 28, 2006
Jan 1, 1990 to Feb 28, 2006
News Impact Curve
Volatility Forecasts
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