Dominion Diamond Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 11.10 | |
| 0.1566 | 41.76 | |
| 0.9964 | 1,811.58 | |
| -0.0307 | -8.75 |
Estimation Period:
Jun 15, 1992 to Oct 27, 2017
Jun 15, 1992 to Oct 27, 2017
News Impact Curve
Volatility Forecasts
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