Comcast Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 9.31 | |
| 0.1000 | 27.44 | |
| 0.9939 | 2,045.14 | |
| -0.0363 | -12.85 |
Estimation Period:
Jan 1, 1990 to Dec 11, 2015
Jan 1, 1990 to Dec 11, 2015
News Impact Curve
Volatility Forecasts
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