Allied Capital Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0529 | 11.44 | |
| 0.2002 | 32.96 | |
| 0.9805 | 628.52 | |
| -0.0470 | -5.22 |
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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