Mattersight Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 6.35 | |
| 0.0908 | 21.69 | |
| 0.9892 | 726.80 | |
| -0.0507 | -12.24 |
Estimation Period:
Feb 11, 2000 to Aug 17, 2018
Feb 11, 2000 to Aug 17, 2018
News Impact Curve
Volatility Forecasts
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