Taylor Capital Group Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 8.87 | |
| 0.1172 | 19.46 | |
| 0.9906 | 1,014.99 | |
| -0.0369 | -8.98 |
Estimation Period:
Oct 14, 2002 to Aug 15, 2014
Oct 14, 2002 to Aug 15, 2014
News Impact Curve
Volatility Forecasts
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