IAA Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 2.35 | |
| 0.0494 | 5.32 | |
| 0.9750 | 167.01 | |
| -0.1276 | -19.30 |
Estimation Period:
Jun 28, 2019 to Mar 17, 2023
Jun 28, 2019 to Mar 17, 2023
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities