Altaba Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 11.52 | |
| 0.1386 | 28.33 | |
| 0.9911 | 1,153.80 | |
| -0.0249 | -5.43 |
Estimation Period:
Apr 12, 1996 to Sep 27, 2019
Apr 12, 1996 to Sep 27, 2019
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Closed-end Funds