NRC Group Holdings Corp. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 1.97 | |
| 0.1015 | 10.32 | |
| 0.9940 | 294.09 | |
| -0.2182 | -15.06 |
Estimation Period:
Aug 1, 2017 to Oct 25, 2019
Aug 1, 2017 to Oct 25, 2019
News Impact Curve
Volatility Forecasts
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