Trizec Properties Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 8.06 | |
| 0.0950 | 20.17 | |
| 0.9807 | 485.49 | |
| -0.0367 | -7.26 |
Estimation Period:
Jan 1, 1990 to May 7, 2002
Jan 1, 1990 to May 7, 2002
News Impact Curve
Volatility Forecasts
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