ETP Legacy LP EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0463 | 21.46 | |
| 0.2344 | 39.97 | |
| 0.9581 | 454.31 | |
| -0.0569 | -10.35 |
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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