Civitas Solutions Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4714 | 1.71 | |
| 0.5401 | 3.63 | |
| 0.3956 | 5.75 | |
| 13.4466 | 1.53 | |
| -17.2556 | -1.21 | |
| 4.9523 | 0.47 | |
| -5.1396 | -0.64 | |
| 9.6399 | 1.40 | |
| -12.1741 | -1.70 | |
| 15.2375 | 1.35 | |
| -16.0238 | -1.00 | |
| 0.3168 | 0.02 | |
| 16.5013 | 2.33 |
Estimation Period:
Sep 17, 2014 to Mar 1, 2019
Sep 17, 2014 to Mar 1, 2019
News Impact Curve
Volatility Forecasts
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