Fusion CB Holdings Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
0.43%
1 Week
0.44%
1 Month
0.47%
Analysis last updated: Monday, March 1, 2021 at 05:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 2.48 | |
| 0.1894 | 36.44 | |
| 1.0000 | 438.40 | |
| -0.0690 | -11.31 |
Estimation Period:
Nov 3, 2005 to Dec 26, 2014
Nov 3, 2005 to Dec 26, 2014
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