WABCO Holdings Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 14.77 | |
| 0.2618 | 24.38 | |
| 0.9916 | 1,649.95 | |
| -0.0369 | -7.91 |
Estimation Period:
Jul 17, 2007 to May 22, 2020
Jul 17, 2007 to May 22, 2020
News Impact Curve
Volatility Forecasts
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