Dana Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 2.37 | |
| 0.0786 | 21.47 | |
| 0.9982 | 869.50 | |
| -0.0441 | -7.13 |
Estimation Period:
Jan 1, 1990 to Jan 31, 2008
Jan 1, 1990 to Jan 31, 2008
News Impact Curve
Volatility Forecasts
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