Reebok International Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 9.76 | |
| 0.1299 | 20.10 | |
| 0.9934 | 952.45 | |
| -0.0495 | -13.30 |
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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