Avaya LLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1871 | 8.64 | |
| 0.2265 | 30.86 | |
| 0.8112 | 177.13 | |
| 0.4411 | 5.96 |
Estimation Period:
Sep 15, 2000 to Oct 25, 2007
Sep 15, 2000 to Oct 25, 2007
News Impact Curve
Volatility Forecasts
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