NCO Portfolio Management Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2929 | 8.11 | |
| 0.4398 | 16.30 | |
| 0.8934 | 76.18 | |
| -0.1481 | -3.88 |
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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