Addenda Capital Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0961 | 11.21 | |
| 0.4309 | 17.35 | |
| 0.9218 | 167.03 | |
| -0.0600 | -4.61 |
Estimation Period:
Dec 10, 2004 to Apr 23, 2008
Dec 10, 2004 to Apr 23, 2008
News Impact Curve
Volatility Forecasts
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