MCG Capital Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1031 | 8.53 | |
| 0.0986 | 26.94 | |
| 0.8886 | 278.56 | |
| 0.5350 | 4.54 |
Estimation Period:
Nov 27, 2001 to Aug 17, 2015
Nov 27, 2001 to Aug 17, 2015
News Impact Curve
Volatility Forecasts
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