Midland Co/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5939 | 4.48 | |
| 0.1018 | 6.15 | |
| 0.8538 | 48.24 | |
| -0.6295 | -1.33 | |
| 1.0494 | 1.42 | |
| -0.3982 | -0.77 | |
| -0.1468 | -0.31 | |
| -0.2247 | -0.43 | |
| 0.9111 | 1.56 | |
| -1.3587 | -2.16 | |
| 1.7987 | 2.81 | |
| -2.4344 | -5.01 | |
| 2.3456 | 9.14 |
Estimation Period:
Jan 1, 1990 to Apr 3, 2008
Jan 1, 1990 to Apr 3, 2008
News Impact Curve
Volatility Forecasts
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