Albertson's LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1439 | 9.78 | |
| 0.1954 | 2.83 | |
| 0.4442 | 3.21 | |
| 0.0028 | 0.08 | |
| 0.0360 | 0.60 | |
| -0.0709 | -1.52 | |
| -0.0830 | -1.51 |
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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