Versar Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2048 | 18.58 | |
| 0.2623 | 28.86 | |
| 0.9390 | 256.97 | |
| -0.0083 | -1.04 |
Estimation Period:
Jan 1, 1990 to Nov 10, 2017
Jan 1, 1990 to Nov 10, 2017
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities