PCM Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2688 | 14.53 | |
| 0.3731 | 36.71 | |
| 0.9243 | 172.63 | |
| -0.0287 | -4.47 |
Estimation Period:
Apr 4, 1995 to Aug 23, 2019
Apr 4, 1995 to Aug 23, 2019
News Impact Curve
Volatility Forecasts
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