Pipe NT Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 1.56 | |
| 0.0803 | 8.01 | |
| 0.9968 | 406.01 | |
| -0.0611 | -8.73 |
Estimation Period:
Feb 20, 1998 to Feb 28, 2003
Feb 20, 1998 to Feb 28, 2003
News Impact Curve
Volatility Forecasts
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