Albertson's LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0178 | 10.35 | |
| 0.1796 | 2.82 | |
| 0.4141 | 2.51 | |
| -0.0881 | -0.91 | |
| 0.0912 | 0.59 | |
| 0.0796 | 0.58 | |
| -0.0701 | -0.32 | |
| -0.0731 | -0.30 | |
| 0.0876 | 0.48 | |
| -0.2184 | -1.18 | |
| 0.3584 | 2.38 |
Estimation Period:
Jan 1, 1990 to Jun 1, 2006
Jan 1, 1990 to Jun 1, 2006
News Impact Curve
Volatility Forecasts
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