AG Edwards Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8092 | 6.97 | |
| 0.0723 | 5.17 | |
| 0.8136 | 18.68 | |
| -0.1624 | -2.08 | |
| 0.2119 | 1.91 | |
| 0.0227 | 0.33 | |
| -0.1481 | -2.37 | |
| 0.0041 | 0.06 | |
| 0.1588 | 1.62 | |
| -0.0954 | -0.98 |
Estimation Period:
Jan 2, 1990 to Sep 28, 2007
Jan 2, 1990 to Sep 28, 2007
News Impact Curve
Volatility Forecasts
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