CIC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1274 | 16.19 | |
| 0.4419 | 31.12 | |
| 0.8612 | 131.06 | |
| -0.1046 | -5.55 |
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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