McClatchy Co/The Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8204 | 4.36 | |
| 0.1308 | 8.59 | |
| 0.7991 | 38.05 | |
| 0.1018 | 2.29 | |
| -0.0918 | -1.43 | |
| -0.0816 | -2.20 | |
| 0.2265 | 7.09 | |
| -0.2924 | -9.11 | |
| 0.1522 | 5.28 | |
| 0.2274 | 4.05 |
Estimation Period:
Jan 1, 1990 to Oct 2, 2020
Jan 1, 1990 to Oct 2, 2020
News Impact Curve
Volatility Forecasts
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