Vector Group Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 10.21 | |
| 0.0368 | 34.91 | |
| 0.9631 | 912.04 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
News Impact Curve
Volatility Forecasts
Other Vector Group Ltd Analyses
Other GARCH Analyses on Equities