Procentury Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8807 | 4.29 | |
| 0.1419 | 2.44 | |
| 0.7918 | 13.01 | |
| 0.0354 | 0.39 |
Estimation Period:
Apr 19, 2004 to Jul 31, 2008
Apr 19, 2004 to Jul 31, 2008
News Impact Curve
Volatility Forecasts
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