Indigo Books & Music Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 8.45 | |
| 0.1182 | 21.60 | |
| 0.9894 | 773.58 | |
| -0.0403 | -9.80 |
Estimation Period:
Dec 4, 1996 to May 31, 2024
Dec 4, 1996 to May 31, 2024
News Impact Curve
Volatility Forecasts
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