Andeavor AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0746 | 12.94 | |
| 0.0557 | 33.99 | |
| 0.9343 | 531.16 | |
| 0.6737 | 10.05 |
Estimation Period:
Jan 1, 1990 to Sep 28, 2018
Jan 1, 1990 to Sep 28, 2018
News Impact Curve
Volatility Forecasts
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