PHI Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5342 | 12.53 | |
| 0.1370 | 37.25 | |
| 0.8222 | 194.15 | |
| 1.2656 | 10.81 |
Estimation Period:
Jan 1, 1991 to Aug 2, 2019
Jan 1, 1991 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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