MicroFinancial Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3312 | 5.36 | |
| 0.2339 | 5.61 | |
| 0.4173 | 6.03 | |
| 0.1427 | 0.59 | |
| 0.6162 | 1.64 | |
| -1.7654 | -5.18 | |
| 1.4882 | 4.46 | |
| -0.4757 | -1.81 | |
| 0.2565 | 0.86 | |
| -1.1533 | -2.98 | |
| 1.8483 | 4.77 | |
| -1.7945 | -4.46 | |
| 1.9416 | 2.22 |
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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