Avaya LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 3.66 | |
| 0.1158 | 19.18 | |
| 0.9962 | 847.83 | |
| -0.0610 | -10.83 |
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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