TFCF Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 12.43 | |
| 0.1355 | 36.98 | |
| 0.9927 | 1,513.25 | |
| -0.0272 | -6.64 |
Estimation Period:
Jan 1, 1990 to Mar 28, 2014
Jan 1, 1990 to Mar 28, 2014
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts