Nortek Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 8.41 | |
| 0.2749 | 20.51 | |
| 0.9834 | 279.62 | |
| -0.0635 | -3.87 |
Estimation Period:
Jun 15, 2010 to Aug 26, 2016
Jun 15, 2010 to Aug 26, 2016
News Impact Curve
Volatility Forecasts
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