Invesco Inc/Canada GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3279 | 6.32 | |
| 0.0583 | 14.40 | |
| 0.9035 | 129.64 |
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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