Allied Capital Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0872 | 13.11 | |
| 0.0994 | 26.82 | |
| 0.8954 | 237.06 |
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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