Guaranty Financial Corp/VA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3932 | 2.45 | |
| 0.1821 | 5.65 | |
| 0.7708 | 18.27 | |
| -0.0297 | -0.57 |
Estimation Period:
Jun 28, 1995 to Apr 30, 2004
Jun 28, 1995 to Apr 30, 2004
News Impact Curve
Volatility Forecasts
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