PHI Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0561 | 3.66 | |
| 0.0810 | 14.15 | |
| 0.9831 | 317.73 | |
| -0.0786 | -8.92 |
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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