MCG Capital Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0933 | 8.70 | |
| 0.0758 | 15.76 | |
| 0.9138 | 211.28 |
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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