Federal-Mogul Holdings Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6773 | 19.63 | |
| 0.2376 | 33.13 | |
| 0.7338 | 167.23 | |
| 0.7345 | 8.67 |
Estimation Period:
Dec 17, 2007 to Jan 20, 2017
Dec 17, 2007 to Jan 20, 2017
News Impact Curve
Volatility Forecasts
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