Factual Data Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1616 | 15.39 | |
| 0.7361 | 126.69 | |
| 0.2039 | 9.58 | |
| 9.1565 | 17.89 | |
| 0.0000 | 0.01 | |
| 0.9947 | 757.54 |
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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