Industrial & Financial Systems EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 17.67 | |
| 0.2446 | 41.52 | |
| 0.9821 | 835.84 | |
| -0.0332 | -6.08 |
Estimation Period:
Jun 30, 1997 to Oct 7, 2016
Jun 30, 1997 to Oct 7, 2016
News Impact Curve
Volatility Forecasts
Other Industrial & Financial Systems Analyses
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