Factual Data Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2260 | 6.60 | |
| 0.2023 | 17.75 | |
| 0.7950 | 71.32 | |
| 0.1667 | 3.68 | |
| 1.0928 | 16.42 |
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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