TerraForm Global Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1971 | 2.21 | |
| 0.0000 | 0.00 | |
| 0.9298 | 7.17 | |
| 13.0092 | 1.32 | |
| -27.1083 | -1.96 | |
| 15.9019 | 1.65 | |
| 4.3967 | 0.42 | |
| -13.0724 | -0.98 | |
| -3.7556 | -0.17 | |
| 43.7865 | 1.78 | |
| -70.3187 | -2.60 |
Estimation Period:
Jul 31, 2015 to Dec 22, 2017
Jul 31, 2015 to Dec 22, 2017
News Impact Curve
Volatility Forecasts
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