Iconix Brand Group Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1200 | 15.68 | |
| 0.6236 | 17.62 | |
| 0.1166 | 3.68 | |
| 0.0787 | 0.78 | |
| 0.0396 | 1.09 | |
| 0.9604 | 24.59 |
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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