Pzena Investment Management Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4559 | 16.15 | |
| 0.1640 | 26.61 | |
| 0.8152 | 150.54 |
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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