Federal-Mogul Holdings Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1247 | 10.93 | |
| 0.3027 | 24.50 | |
| 0.9566 | 265.58 | |
| -0.0828 | -11.21 |
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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