Mackenzie Financial Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 11.99 | |
| 0.1643 | 23.21 | |
| 0.9670 | 322.35 | |
| -0.0231 | -2.48 |
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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