AmCOMP Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1279 | 7.41 | |
| 0.2347 | 10.58 | |
| 0.9380 | 150.29 | |
| -0.0961 | -4.86 |
Estimation Period:
Feb 8, 2006 to Oct 31, 2008
Feb 8, 2006 to Oct 31, 2008
News Impact Curve
Volatility Forecasts
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