Fortress Investment Group LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0475 | 4.18 | |
| 0.2857 | 5.05 | |
| 0.6357 | 16.92 | |
| 1.0820 | 2.16 | |
| -2.6159 | -3.14 | |
| 2.4098 | 3.75 | |
| -1.1321 | -2.10 | |
| 0.1104 | 0.21 | |
| 0.9320 | 1.73 | |
| -2.5418 | -4.25 | |
| 3.5881 | 3.36 |
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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