Accredited Home Lenders Holding Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8144 | 3.34 | |
| 0.1371 | 2.51 | |
| 0.7756 | 8.17 | |
| -0.0744 | -0.08 | |
| -0.1791 | -0.11 | |
| 1.1748 | 1.05 | |
| -1.5312 | -2.21 |
Estimation Period:
Feb 12, 2003 to Oct 11, 2007
Feb 12, 2003 to Oct 11, 2007
News Impact Curve
Volatility Forecasts
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