CSRA Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1100 | 6.14 | |
| 0.3549 | 16.38 | |
| 0.9318 | 79.37 | |
| -0.1167 | -8.64 |
Estimation Period:
Nov 16, 2015 to Mar 29, 2018
Nov 16, 2015 to Mar 29, 2018
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities