Anixter International Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 5.91 | |
| 0.0774 | 21.70 | |
| 0.9864 | 729.02 | |
| -0.0597 | -17.42 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2020
Jan 2, 1990 to Jun 19, 2020
News Impact Curve
Volatility Forecasts
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