VCA Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3730 | 5.21 | |
| 0.1354 | 4.55 | |
| 0.7519 | 15.55 | |
| -0.2402 | -1.30 | |
| 0.3686 | 1.29 | |
| -0.0001 | -0.00 | |
| -0.4148 | -1.39 | |
| 0.5425 | 1.79 | |
| -0.5485 | -1.86 | |
| 0.9076 | 2.18 | |
| -2.6785 | -5.10 |
Estimation Period:
Nov 26, 2001 to Sep 8, 2017
Nov 26, 2001 to Sep 8, 2017
News Impact Curve
Volatility Forecasts
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