Navistar International Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 9.46 | |
| 0.1277 | 25.61 | |
| 0.9958 | 1,532.03 | |
| -0.0476 | -11.20 |
Estimation Period:
Jan 2, 1990 to Jun 25, 2021
Jan 2, 1990 to Jun 25, 2021
News Impact Curve
Volatility Forecasts
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