MCG Capital Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 2.89 | |
| 0.0806 | 12.25 | |
| 0.9944 | 779.95 | |
| -0.0652 | -15.31 |
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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