NFP Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8118 | 1.53 | |
| 0.1079 | 4.91 | |
| 0.8672 | 20.93 | |
| 0.7159 | 0.38 | |
| -0.3004 | -0.11 | |
| -1.6271 | -0.79 | |
| 3.5779 | 2.28 | |
| -4.7098 | -3.98 | |
| 2.5316 | 1.98 | |
| 0.1317 | 0.09 | |
| 0.0846 | 0.04 | |
| -3.6289 | -1.60 |
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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