MMA Capital Holdings Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 4.96 | |
| 0.1142 | 21.96 | |
| 1.0000 | 1,470.59 | |
| -0.0505 | -7.43 |
Estimation Period:
Sep 2, 1996 to Aug 6, 2021
Sep 2, 1996 to Aug 6, 2021
News Impact Curve
Volatility Forecasts
Other MMA Capital Holdings Inc Analyses
Other EGARCH Analyses on Equities