ACAS LLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 10.78 | |
| 0.0624 | 27.61 | |
| 0.9376 | 432.87 |
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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