ETP Legacy LP AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0915 | 18.79 | |
| 0.1341 | 33.74 | |
| 0.8266 | 163.36 | |
| 0.2976 | 10.57 |
Estimation Period:
Jun 26, 1996 to Apr 21, 2017
Jun 26, 1996 to Apr 21, 2017
News Impact Curve
Volatility Forecasts
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