Safeco Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0140 | 5.15 | |
| 0.0727 | 7.55 | |
| 0.8858 | 37.10 | |
| -0.1163 | -0.78 | |
| 0.2128 | 0.93 | |
| -0.0921 | -0.57 | |
| 0.0235 | 0.16 | |
| -0.1403 | -0.84 | |
| 0.0288 | 0.12 | |
| 0.4524 | 1.12 | |
| -0.5973 | -1.46 |
Estimation Period:
Jan 2, 1990 to Sep 22, 2008
Jan 2, 1990 to Sep 22, 2008
News Impact Curve
Volatility Forecasts
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