Bristol West Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0558 | 2.98 | |
| 0.0614 | 1.81 | |
| 0.4425 | 1.93 | |
| -2.7139 | -0.26 | |
| 10.9675 | 0.66 | |
| -20.0329 | -1.41 | |
| 23.5349 | 2.16 | |
| -23.2687 | -4.35 | |
| 21.8324 | 4.13 | |
| -17.7506 | -2.56 | |
| 16.2032 | 1.51 | |
| -46.4612 | -1.48 |
Estimation Period:
Feb 10, 2004 to Jul 2, 2007
Feb 10, 2004 to Jul 2, 2007
News Impact Curve
Volatility Forecasts
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