Calamos Asset Management Inc APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 9.88 | |
| 0.0582 | 21.60 | |
| 0.9418 | 329.64 | |
| 0.2608 | 7.46 | |
| 1.3532 | 21.08 |
Estimation Period:
Oct 28, 2004 to Feb 17, 2017
Oct 28, 2004 to Feb 17, 2017
News Impact Curve
Volatility Forecasts
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