Time Warner Cable Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 3.13 | |
| 0.0530 | 8.43 | |
| 0.9900 | 528.57 | |
| -0.0516 | -15.04 |
Estimation Period:
Jan 9, 2007 to May 13, 2016
Jan 9, 2007 to May 13, 2016
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities