CIC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1758 | 18.94 | |
| 0.3066 | 21.76 | |
| 0.6582 | 85.41 | |
| 0.1618 | 4.31 |
Estimation Period:
Jun 17, 1998 to Jul 28, 2017
Jun 17, 1998 to Jul 28, 2017
News Impact Curve
Volatility Forecasts
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