Fidelity & Guaranty Life Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8393 | 2.48 | |
| 0.3366 | 3.10 | |
| 0.5604 | 3.87 | |
| -17.0099 | -2.41 | |
| 25.8572 | 2.52 | |
| -16.3095 | -2.22 | |
| 7.0037 | 0.95 | |
| 7.7758 | 1.06 | |
| -9.9871 | -1.36 | |
| 2.5031 | 0.29 | |
| -9.1722 | -0.89 | |
| 17.8286 | 2.39 |
Estimation Period:
Dec 13, 2013 to Nov 22, 2017
Dec 13, 2013 to Nov 22, 2017
News Impact Curve
Volatility Forecasts
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