Capro Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6265 | 0.18 | |
| 0.8252 | 10.80 | |
| 0.1725 | 2.98 | |
| -0.1884 | -1.59 | |
| 0.2176 | 1.16 | |
| -0.0761 | -0.71 | |
| 0.0746 | 0.63 | |
| -0.0562 | -0.53 | |
| 0.1343 | 0.28 | |
| -11.9436 | -0.13 | |
| 16.8238 | 0.06 | |
| 1.7190 | 0.01 | |
| -6.6464 | -0.04 |
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Jan 3, 1990 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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