Westfield Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 12.27 | |
| 0.1007 | 26.13 | |
| 0.9891 | 1,292.92 | |
| 0.0154 | 3.83 |
Estimation Period:
Jan 1, 1990 to May 25, 2018
Jan 1, 1990 to May 25, 2018
News Impact Curve
Volatility Forecasts
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