Northrop Grumman Innovation Systems Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 11.56 | |
| 0.1366 | 38.41 | |
| 0.9907 | 1,176.65 | |
| -0.0270 | -8.59 |
Estimation Period:
Oct 3, 1990 to Jun 1, 2018
Oct 3, 1990 to Jun 1, 2018
News Impact Curve
Volatility Forecasts
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