Calamos Asset Management Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 7.49 | |
| 0.1223 | 26.58 | |
| 0.9924 | 1,077.52 | |
| -0.0300 | -6.19 |
Estimation Period:
Oct 28, 2004 to Feb 17, 2017
Oct 28, 2004 to Feb 17, 2017
News Impact Curve
Volatility Forecasts
Other Calamos Asset Management Inc Analyses
Other EGARCH Analyses on Equities