Allied Capital Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1407 | 9.24 | |
| 0.1335 | 33.01 | |
| 0.8520 | 214.24 | |
| 0.5017 | 5.79 |
Estimation Period:
Nov 16, 1993 to Apr 1, 2010
Nov 16, 1993 to Apr 1, 2010
News Impact Curve
Volatility Forecasts
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