Trammell Crow Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1111 | 2.77 | |
| 0.1790 | 3.83 | |
| 0.4787 | 4.31 | |
| 1.6120 | 1.22 | |
| -2.7719 | -1.55 | |
| 1.7170 | 1.37 | |
| -1.2888 | -1.01 | |
| 1.9852 | 2.09 | |
| -3.0054 | -3.31 | |
| 3.7229 | 3.14 | |
| -3.2802 | -2.23 | |
| 2.2543 | 1.48 | |
| -1.4556 | -1.28 |
Estimation Period:
Feb 21, 1994 to Dec 20, 2006
Feb 21, 1994 to Dec 20, 2006
News Impact Curve
Volatility Forecasts
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