TD Waterhouse Group Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1545 | 7.41 | |
| 0.4421 | 21.25 | |
| 0.9465 | 152.45 | |
| -0.1065 | -5.99 |
Estimation Period:
Jun 22, 1999 to Nov 27, 2001
Jun 22, 1999 to Nov 27, 2001
News Impact Curve
Volatility Forecasts
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