Perspecta Inc. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1094 | 4.98 | |
| 0.4865 | 12.42 | |
| 0.9584 | 189.74 | |
| -0.2132 | -16.69 |
Estimation Period:
May 24, 2018 to Apr 30, 2021
May 24, 2018 to Apr 30, 2021
News Impact Curve
Volatility Forecasts
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