Actua Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3947 | 2.50 | |
| 0.1630 | 15.24 | |
| 0.8814 | 17.64 | |
| -0.0182 | -1.90 |
Estimation Period:
Aug 5, 1999 to Apr 13, 2018
Aug 5, 1999 to Apr 13, 2018
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities