Collins Aerospace EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 10.13 | |
| 0.1264 | 24.56 | |
| 0.9882 | 1,081.19 | |
| -0.0431 | -9.82 |
Estimation Period:
Jun 18, 2001 to Nov 21, 2018
Jun 18, 2001 to Nov 21, 2018
News Impact Curve
Volatility Forecasts
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