AmCOMP Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4314 | 8.52 | |
| 0.0000 | 0.00 | |
| -0.3467 | -3.52 | |
| 0.7868 | 0.12 | |
| 1.0000 | 0.28 | |
| 0.0000 | 0.00 |
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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