Great American Financial Resources Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3089 | 7.32 | |
| 0.1114 | 6.10 | |
| 0.8269 | 31.44 | |
| 0.0240 | 1.62 | |
| 0.0028 | 0.11 | |
| -0.0393 | -2.34 |
Estimation Period:
Jan 1, 1990 to Sep 28, 2007
Jan 1, 1990 to Sep 28, 2007
News Impact Curve
Volatility Forecasts
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