Raytheon Co EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 9.71 | |
| 0.1170 | 37.17 | |
| 0.9888 | 1,204.38 | |
| -0.0612 | -21.31 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2020
Jan 2, 1990 to Apr 3, 2020
News Impact Curve
Volatility Forecasts
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