Tec & Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5280 | 3.24 | |
| 0.2388 | 9.67 | |
| 0.6443 | 20.04 | |
| 0.0187 | 0.15 | |
| -0.0198 | -0.12 | |
| 0.0967 | 1.13 | |
| -0.2930 | -4.12 | |
| 0.2383 | 2.99 | |
| 0.0716 | 0.77 | |
| -0.2155 | -1.65 | |
| 0.1888 | 1.16 | |
| -0.2105 | -1.01 |
Estimation Period:
Jan 3, 1990 to Apr 22, 2016
Jan 3, 1990 to Apr 22, 2016
News Impact Curve
Volatility Forecasts
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