Mony Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4600 | 3.68 | |
| 0.1582 | 2.64 | |
| 0.5213 | 5.22 | |
| 4.6239 | 1.74 | |
| -5.9165 | -1.45 | |
| 0.3676 | 0.13 | |
| 1.2842 | 0.49 | |
| -0.1807 | -0.06 | |
| 1.2102 | 0.44 | |
| -2.0137 | -0.55 | |
| -4.8183 | -0.93 | |
| 10.2130 | 2.62 |
Estimation Period:
Nov 9, 1998 to Jul 7, 2004
Nov 9, 1998 to Jul 7, 2004
News Impact Curve
Volatility Forecasts
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