Cubic Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1755 | 7.52 | |
| 0.0950 | 7.27 | |
| 0.7575 | 20.73 | |
| 0.0223 | 0.62 | |
| 0.0368 | 0.67 | |
| -0.0802 | -2.01 | |
| -0.0437 | -1.06 | |
| 0.1676 | 3.91 | |
| -0.2453 | -5.69 | |
| 0.2703 | 5.37 | |
| -0.1543 | -2.37 | |
| -0.0041 | -0.05 |
Estimation Period:
Jan 2, 1990 to May 21, 2021
Jan 2, 1990 to May 21, 2021
News Impact Curve
Volatility Forecasts
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