PHI Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1133 | 9.16 | |
| 0.1585 | 13.59 | |
| 0.9627 | 271.04 | |
| -0.0780 | -5.33 |
Estimation Period:
Jan 2, 1990 to Aug 2, 2019
Jan 2, 1990 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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