Isramco Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8262 | 4.00 | |
| 0.0997 | 6.56 | |
| 0.8537 | 37.36 | |
| 0.1439 | 2.19 | |
| -0.2020 | -2.13 | |
| 0.0586 | 0.88 | |
| 0.0134 | 0.21 | |
| 0.0223 | 0.36 | |
| -0.1499 | -2.11 | |
| 0.2404 | 2.64 | |
| -0.3834 | -3.64 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2019
Jan 2, 1990 to Oct 18, 2019
News Impact Curve
Volatility Forecasts
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