MVC Capital Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0699 | 12.40 | |
| 0.7863 | 50.93 | |
| 0.1133 | 10.24 | |
| 0.0252 | 3.23 | |
| 0.0366 | 3.39 | |
| 0.9519 | 70.10 |
Estimation Period:
Jun 26, 2000 to Dec 23, 2020
Jun 26, 2000 to Dec 23, 2020
News Impact Curve
Volatility Forecasts
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