Jaggaer LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1263 | 5.94 | |
| 0.1050 | 8.93 | |
| 0.9424 | 117.93 | |
| -0.0870 | -7.35 |
Estimation Period:
Sep 24, 2010 to Jul 22, 2016
Sep 24, 2010 to Jul 22, 2016
News Impact Curve
Volatility Forecasts
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