NCI Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1488 | 14.32 | |
| 0.2104 | 22.26 | |
| 0.9373 | 196.83 | |
| -0.0543 | -6.29 |
Estimation Period:
Oct 24, 2005 to Aug 11, 2017
Oct 24, 2005 to Aug 11, 2017
News Impact Curve
Volatility Forecasts
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