Retail Value Inc. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 8.93 | |
| 0.2206 | 16.34 | |
| 0.9692 | 408.27 | |
| -0.0852 | -5.69 |
Estimation Period:
Jun 27, 2018 to Apr 1, 2022
Jun 27, 2018 to Apr 1, 2022
News Impact Curve
Volatility Forecasts
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