AmCOMP Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1124 | 7.65 | |
| 0.1372 | 15.46 | |
| 0.8628 | 140.59 |
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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