Invesco Inc/Canada AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1697 | 5.94 | |
| 0.0569 | 20.35 | |
| 0.9048 | 194.51 | |
| 1.5882 | 12.09 |
Estimation Period:
Aug 2, 2000 to Dec 5, 2007
Aug 2, 2000 to Dec 5, 2007
News Impact Curve
Volatility Forecasts
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