Reebok International Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 2.46 | |
| 0.0901 | 25.27 | |
| 0.9012 | 217.21 | |
| 0.8851 | 7.93 |
Estimation Period:
Jan 1, 1990 to Jan 31, 2006
Jan 1, 1990 to Jan 31, 2006
News Impact Curve
Volatility Forecasts
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