RR Donnelley & Sons Co EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 3.19 | |
| 0.0543 | 21.61 | |
| 0.9985 | 1,754.81 | |
| -0.0303 | -13.63 |
Estimation Period:
Jan 1, 1990 to Feb 18, 2022
Jan 1, 1990 to Feb 18, 2022
News Impact Curve
Volatility Forecasts
Other RR Donnelley & Sons Co Analyses
Other EGARCH Analyses on Equities