Hercules LLC APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 9.71 | |
| 0.0251 | 10.05 | |
| 0.9749 | 525.26 | |
| 0.8678 | 10.72 | |
| 1.2814 | 24.68 |
Estimation Period:
Jan 1, 1990 to Nov 13, 2008
Jan 1, 1990 to Nov 13, 2008
News Impact Curve
Volatility Forecasts
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