DTS Inc/CA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2998 | 16.86 | |
| 0.2877 | 32.04 | |
| 0.8609 | 114.19 | |
| -0.1156 | -15.61 |
Estimation Period:
Jul 10, 2003 to Nov 25, 2016
Jul 10, 2003 to Nov 25, 2016
News Impact Curve
Volatility Forecasts
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