Legg Mason Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0539 | 14.29 | |
| 0.7255 | 45.29 | |
| 0.1101 | 20.09 | |
| 0.0503 | 1.63 | |
| 0.0510 | 2.56 | |
| 0.9386 | 36.02 |
Estimation Period:
Jan 2, 1990 to Jul 30, 2020
Jan 2, 1990 to Jul 30, 2020
News Impact Curve
Volatility Forecasts
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