Time Warner Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 10.27 | |
| 0.1480 | 31.17 | |
| 0.9938 | 1,216.40 | |
| -0.0341 | -8.76 |
Estimation Period:
Mar 20, 1992 to Jun 8, 2018
Mar 20, 1992 to Jun 8, 2018
News Impact Curve
Volatility Forecasts
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