Factual Data Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1958 | 9.34 | |
| 0.3362 | 21.07 | |
| 0.9256 | 120.12 | |
| -0.0406 | -1.58 |
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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