Mount Real Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8220 | 8.22 | |
| 0.3556 | 23.14 | |
| 0.6951 | 138.05 | |
| -0.9178 | -2.35 |
Estimation Period:
Jan 1, 1990 to Nov 10, 2005
Jan 1, 1990 to Nov 10, 2005
News Impact Curve
Volatility Forecasts
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