FairPoint Communications Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 0.18 | |
| -0.0176 | -0.35 | |
| 0.9966 | 328.14 | |
| -0.0264 | -0.35 |
Estimation Period:
May 18, 2011 to Jul 3, 2017
May 18, 2011 to Jul 3, 2017
News Impact Curve
Volatility Forecasts
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