Henex EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1513 | 25.77 | |
| 0.3316 | 42.76 | |
| 0.9046 | 231.01 | |
| -0.0408 | -5.50 |
Estimation Period:
Jan 3, 1990 to Feb 14, 2014
Jan 3, 1990 to Feb 14, 2014
News Impact Curve
Volatility Forecasts
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