Morgan Keegan Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6460 | 3.96 | |
| 0.3128 | 2.62 | |
| 0.4022 | 3.97 | |
| -0.1516 | -0.24 | |
| -0.2232 | -0.24 | |
| -0.1317 | -0.21 | |
| 1.2560 | 1.90 | |
| -0.7427 | -0.97 | |
| -0.3252 | -0.46 | |
| 0.9729 | 1.63 | |
| -2.0815 | -4.05 | |
| 3.6693 | 6.40 | |
| -7.7153 | -8.07 |
Estimation Period:
Jan 1, 1990 to Mar 30, 2001
Jan 1, 1990 to Mar 30, 2001
News Impact Curve
Volatility Forecasts
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