Advest Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0330 | 4.06 | |
| 0.1331 | 3.92 | |
| 0.5249 | 5.95 | |
| -1.1064 | -2.90 | |
| 1.3940 | 2.63 | |
| -0.2430 | -0.73 | |
| -0.0768 | -0.25 | |
| 0.3522 | 1.07 | |
| -0.6811 | -1.48 | |
| 0.6187 | 1.15 | |
| -1.0794 | -1.84 |
Estimation Period:
Jan 1, 1990 to Jan 31, 2001
Jan 1, 1990 to Jan 31, 2001
News Impact Curve
Volatility Forecasts
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