Tucker Anthony Sutro EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 6.80 | |
| 0.2024 | 21.40 | |
| 0.9938 | 535.18 | |
| -0.0580 | -4.69 |
Estimation Period:
Apr 1, 1998 to Oct 31, 2001
Apr 1, 1998 to Oct 31, 2001
News Impact Curve
Volatility Forecasts
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