Metris Companies Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7263 | 4.58 | |
| 0.1397 | 2.52 | |
| 0.5099 | 3.78 | |
| -0.4746 | -0.49 | |
| 1.9100 | 1.47 | |
| -2.8398 | -3.62 | |
| 2.0078 | 1.99 | |
| -0.8581 | -0.84 | |
| 1.4552 | 1.54 | |
| -2.9203 | -3.25 | |
| 1.4874 | 1.43 | |
| 0.6859 | 0.56 | |
| -3.5843 | -2.24 |
Estimation Period:
Oct 24, 1996 to Nov 30, 2005
Oct 24, 1996 to Nov 30, 2005
News Impact Curve
Volatility Forecasts
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