Iconix Brand Group Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 2.67 | |
| 0.0592 | 18.66 | |
| 0.9972 | 768.85 | |
| -0.0506 | -10.26 |
Estimation Period:
Jan 22, 1990 to Jul 30, 2021
Jan 22, 1990 to Jul 30, 2021
News Impact Curve
Volatility Forecasts
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