MicroFinancial Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3568 | 5.13 | |
| 0.2605 | 4.44 | |
| 0.4191 | 6.71 | |
| 0.1599 | 0.64 | |
| 0.5691 | 1.46 | |
| -1.6969 | -4.81 | |
| 1.4161 | 4.12 | |
| -0.4127 | -1.53 | |
| 0.1861 | 0.60 | |
| -1.0402 | -2.56 | |
| 1.6371 | 4.06 | |
| -1.3472 | -3.49 | |
| 0.7683 | 2.28 |
Estimation Period:
Feb 3, 1999 to Jan 23, 2015
Feb 3, 1999 to Jan 23, 2015
News Impact Curve
Volatility Forecasts
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