Factual Data Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8887 | 2.66 | |
| 0.2342 | 6.39 | |
| 0.7175 | 18.20 | |
| -7.1261 | -1.70 | |
| 12.9149 | 1.86 | |
| -10.2111 | -1.58 | |
| 7.2413 | 1.24 | |
| -4.2451 | -1.05 | |
| 3.9422 | 0.96 | |
| -8.2968 | -1.51 | |
| 9.3354 | 2.12 |
Estimation Period:
May 12, 1998 to Aug 21, 2003
May 12, 1998 to Aug 21, 2003
News Impact Curve
Volatility Forecasts
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