Factual Data Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6418 | 12.02 | |
| 0.2506 | 16.56 | |
| 0.7299 | 78.01 |
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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