ETP Legacy LP APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0638 | 21.35 | |
| 0.1252 | 34.72 | |
| 0.8660 | 206.29 | |
| 0.2923 | 13.42 | |
| 1.0961 | 29.02 |
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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