NFP Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9737 | 1.50 | |
| 0.1403 | 6.07 | |
| 0.8513 | 26.19 | |
| 0.0208 | 0.01 | |
| 0.6515 | 0.18 | |
| -2.0698 | -0.85 | |
| 3.8307 | 2.12 | |
| -4.7055 | -3.50 | |
| 2.0427 | 1.41 | |
| 1.6643 | 0.94 | |
| -4.0084 | -1.94 | |
| 4.5192 | 2.88 |
Estimation Period:
Sep 16, 2003 to Jul 1, 2013
Sep 16, 2003 to Jul 1, 2013
News Impact Curve
Volatility Forecasts
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