RiskMetrics Group LLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.01 | |
| 0.9517 | 12.99 | |
| 0.0654 | 3.60 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9969 | 26.44 |
Estimation Period:
Jan 23, 2008 to Jun 1, 2010
Jan 23, 2008 to Jun 1, 2010
News Impact Curve
Volatility Forecasts
Other RiskMetrics Group LLC Analyses
Other MF2-GARCH Analyses on Equities