Factual Data Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5635 | 8.61 | |
| 0.2789 | 20.41 | |
| 0.7098 | 79.27 | |
| 0.6014 | 5.36 |
Estimation Period:
May 12, 1998 to Aug 21, 2003
May 12, 1998 to Aug 21, 2003
News Impact Curve
Volatility Forecasts
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