RiskMetrics Group LLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9496 | 8.13 | |
| 0.2461 | 16.93 | |
| 0.7126 | 62.39 |
Estimation Period:
Jan 23, 2008 to Jun 1, 2010
Jan 23, 2008 to Jun 1, 2010
News Impact Curve
Volatility Forecasts
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