Corium LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9596 | 11.50 | |
| 0.4045 | 21.99 | |
| 0.6814 | 25.37 | |
| -0.0933 | -6.61 |
Estimation Period:
Apr 3, 2014 to Nov 21, 2018
Apr 3, 2014 to Nov 21, 2018
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities