Tucker Anthony Sutro GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0607 | 4.14 | |
| 0.0774 | 16.61 | |
| 0.9226 | 196.81 |
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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