ECA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1668 | 16.48 | |
| 0.2754 | 19.97 | |
| 0.8984 | 131.30 | |
| -0.0318 | -2.68 |
Estimation Period:
Jul 9, 2004 to Dec 31, 2020
Jul 9, 2004 to Dec 31, 2020
News Impact Curve
Volatility Forecasts
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