Quantapia Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2102 | 1.40 | |
| 0.3495 | 25.12 | |
| 0.6472 | 44.40 | |
| 0.4377 | 1.10 | |
| -1.1308 | -2.10 | |
| 1.4729 | 3.72 | |
| -1.3668 | -2.72 | |
| 1.5173 | 2.00 | |
| -8.2047 | -6.60 | |
| 20.5450 | 8.43 | |
| -21.0330 | -6.60 | |
| 9.5512 | 4.09 | |
| -2.5054 | -2.27 |
Estimation Period:
Jun 6, 2005 to Feb 14, 2025
Jun 6, 2005 to Feb 14, 2025
News Impact Curve
Volatility Forecasts
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