ACAS LLC APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 18.10 | |
| 0.0539 | 25.08 | |
| 0.9461 | 561.82 | |
| 0.4518 | 11.96 | |
| 1.6335 | 36.85 |
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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