TD Waterhouse Group Inc APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0772 | 7.97 | |
| 0.1390 | 13.43 | |
| 0.8610 | 86.94 | |
| 0.2216 | 4.04 | |
| 0.5823 | 6.40 |
Estimation Period:
May 7, 1990 to Nov 26, 2001
May 7, 1990 to Nov 26, 2001
News Impact Curve
Volatility Forecasts
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