Union Steel Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6131 | 6.67 | |
| 0.1891 | 9.99 | |
| 0.7199 | 27.06 | |
| -0.0166 | -0.50 | |
| 0.0707 | 1.39 | |
| -0.1661 | -4.27 | |
| 0.1843 | 4.42 | |
| -0.1064 | -2.56 | |
| 0.0523 | 1.84 |
Estimation Period:
Jan 3, 1990 to Dec 24, 2014
Jan 3, 1990 to Dec 24, 2014
News Impact Curve
Volatility Forecasts
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