Edelman Financial Engines LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0862 | 7.26 | |
| 0.1284 | 16.66 | |
| 0.9578 | 171.98 | |
| -0.0712 | -8.91 |
Estimation Period:
Mar 16, 2010 to Jul 13, 2018
Mar 16, 2010 to Jul 13, 2018
News Impact Curve
Volatility Forecasts
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