Fine Asset Management Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6299 | 8.01 | |
| 0.2145 | 8.10 | |
| 0.6198 | 15.18 | |
| 0.0575 | 0.77 | |
| -0.0640 | -0.55 | |
| 0.1158 | 1.43 | |
| -0.2819 | -3.71 | |
| 0.1678 | 1.77 | |
| -0.0108 | -0.09 | |
| 0.0066 | 0.05 | |
| 0.1735 | 1.75 | |
| -0.2532 | -3.46 |
Estimation Period:
Jan 3, 1990 to Apr 14, 2014
Jan 3, 1990 to Apr 14, 2014
News Impact Curve
Volatility Forecasts
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