AV Homes Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7849 | 6.50 | |
| 0.1522 | 8.51 | |
| 0.7675 | 30.41 | |
| -0.2000 | -2.63 | |
| 0.3965 | 3.03 | |
| -0.2531 | -2.71 | |
| -0.0773 | -1.15 | |
| 0.3278 | 4.98 | |
| -0.2875 | -4.48 | |
| 0.0620 | 1.11 | |
| 0.0568 | 0.74 | |
| -0.0135 | -0.10 |
Estimation Period:
Jan 2, 1990 to Sep 28, 2018
Jan 2, 1990 to Sep 28, 2018
News Impact Curve
Volatility Forecasts
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