CA Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 3.81 | |
| 0.0664 | 20.34 | |
| 0.9953 | 850.71 | |
| -0.0292 | -8.39 |
Estimation Period:
Jan 2, 1990 to Nov 2, 2018
Jan 2, 1990 to Nov 2, 2018
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities