Safeco Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2521 | 8.81 | |
| 0.0863 | 7.55 | |
| 0.8477 | 33.74 | |
| 0.0465 | 2.14 | |
| -0.0368 | -1.11 | |
| -0.0749 | -2.99 | |
| 0.2114 | 4.13 |
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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