Vector Group Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1732 | 27.97 | |
| 0.5987 | 60.41 | |
| 0.0116 | 1.51 | |
| 0.0071 | 1.98 | |
| 0.0230 | 6.56 | |
| 0.9760 | 271.63 |
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 MF2-GARCH Analyses on Equities