NCO Portfolio Management Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7747 | 18.59 | |
| 0.4984 | 15.82 | |
| 0.2991 | 25.89 | |
| 1.1674 | 11.02 |
Estimation Period:
Feb 23, 2001 to Mar 26, 2004
Feb 23, 2001 to Mar 26, 2004
News Impact Curve
Volatility Forecasts
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