Allied Capital Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8157 | 5.25 | |
| 0.1202 | 5.67 | |
| 0.8294 | 24.37 | |
| -0.1837 | -1.18 | |
| 0.3041 | 1.26 | |
| -0.2069 | -1.03 | |
| 0.1576 | 0.60 | |
| -0.1907 | -0.72 | |
| 0.4643 | 2.41 | |
| -0.5880 | -5.02 |
Estimation Period:
Nov 16, 1993 to Apr 1, 2010
Nov 16, 1993 to Apr 1, 2010
News Impact Curve
Volatility Forecasts
Other Allied Capital Corp Analyses
Other Zero Slope Spline-GARCH Analyses on Equities