Fortress Investment Group LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0136 | 4.37 | |
| 0.2834 | 4.80 | |
| 0.6288 | 15.20 | |
| 1.0729 | 2.21 | |
| -2.6030 | -3.21 | |
| 2.4081 | 3.86 | |
| -1.1478 | -2.19 | |
| 0.1647 | 0.33 | |
| 0.7985 | 1.55 | |
| -2.1704 | -4.05 | |
| 2.5019 | 6.25 |
Estimation Period:
Feb 9, 2007 to Dec 22, 2017
Feb 9, 2007 to Dec 22, 2017
News Impact Curve
Volatility Forecasts
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