Vector Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 18.40 | |
| 0.1152 | 39.82 | |
| 0.9972 | 2,816.84 | |
| -0.0137 | -4.17 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
News Impact Curve
Volatility Forecasts
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