Genesee & Wyoming Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0332 | -6.89 | |
| 0.0678 | 47.39 | |
| 0.9419 | 766.38 | |
| 0.7049 | 13.13 |
Estimation Period:
Jun 25, 1996 to Dec 27, 2019
Jun 25, 1996 to Dec 27, 2019
News Impact Curve
Volatility Forecasts
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