Factual Data Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3319 | 4.43 | |
| 0.2215 | 5.43 | |
| 0.7109 | 16.92 | |
| 0.8256 | 1.57 | |
| -1.2117 | -1.22 | |
| 1.1804 | 1.12 | |
| -3.9055 | -2.58 |
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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