Pzena Investment Management Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0730 | 13.01 | |
| 0.2340 | 32.36 | |
| 0.9768 | 512.21 | |
| -0.0657 | -13.20 |
Estimation Period:
Oct 25, 2007 to Oct 28, 2022
Oct 25, 2007 to Oct 28, 2022
News Impact Curve
Volatility Forecasts
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