Invesco Inc/Canada EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 3.87 | |
| 0.0625 | 7.28 | |
| 0.9808 | 368.85 | |
| -0.0559 | -9.50 |
Estimation Period:
Aug 2, 2000 to Dec 5, 2007
Aug 2, 2000 to Dec 5, 2007
News Impact Curve
Volatility Forecasts
Other Invesco Inc/Canada Analyses
Other EGARCH Analyses on International Equities