Mackenzie Financial Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4556 | 17.88 | |
| 0.1541 | 27.49 | |
| 0.7703 | 109.23 | |
| 0.0952 | 1.33 |
Estimation Period:
Jan 1, 1990 to May 30, 2001
Jan 1, 1990 to May 30, 2001
News Impact Curve
Volatility Forecasts
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