Genesee & Wyoming Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 8.10 | |
| 0.1119 | 27.36 | |
| 0.9951 | 1,274.18 | |
| -0.0531 | -16.39 |
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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