Canada Life Financial Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 9.57 | |
| 0.2042 | 13.95 | |
| 0.9631 | 173.10 | |
| -0.0712 | -7.55 |
Estimation Period:
Sep 25, 2000 to Jul 9, 2003
Sep 25, 2000 to Jul 9, 2003
News Impact Curve
Volatility Forecasts
Other Canada Life Financial Corp Analyses
Other EGARCH Analyses on Equities