Meritor Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 8.11 | |
| 0.1407 | 43.54 | |
| 0.9912 | 877.16 | |
| -0.0512 | -20.20 |
Estimation Period:
Jul 10, 2000 to Jul 29, 2022
Jul 10, 2000 to Jul 29, 2022
News Impact Curve
Volatility Forecasts
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