ACAS LLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0038 | -1.21 | |
| 0.0750 | 35.26 | |
| 0.9278 | 502.60 | |
| 0.5857 | 13.31 |
Estimation Period:
Sep 2, 1997 to Dec 30, 2016
Sep 2, 1997 to Dec 30, 2016
News Impact Curve
Volatility Forecasts
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