Federal-Mogul Holdings Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4691 | 14.37 | |
| 0.1762 | 19.13 | |
| 0.8102 | 99.61 |
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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