AG Edwards Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8132 | 7.63 | |
| 0.0698 | 5.02 | |
| 0.8222 | 18.25 | |
| -0.1454 | -2.69 | |
| 0.2370 | 2.99 | |
| -0.0936 | -1.68 | |
| -0.0745 | -1.41 | |
| 0.0685 | 1.22 | |
| 0.1771 | 1.51 |
Estimation Period:
Jan 2, 1990 to Sep 28, 2007
Jan 2, 1990 to Sep 28, 2007
News Impact Curve
Volatility Forecasts
Other AG Edwards Inc Analyses
Other Spline-GARCH Analyses on Equities