Avaya Holdings Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 2.18 | |
| 0.0818 | 11.80 | |
| 0.9920 | 327.08 | |
| -0.0816 | -8.62 |
Estimation Period:
Dec 19, 2017 to Feb 10, 2023
Dec 19, 2017 to Feb 10, 2023
News Impact Curve
Volatility Forecasts
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