Dyax Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1965 | 14.61 | |
| 0.1110 | 25.46 | |
| 0.7722 | 107.15 | |
| 2.2922 | 11.45 |
Estimation Period:
Aug 15, 2000 to Jan 19, 2016
Aug 15, 2000 to Jan 19, 2016
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities