Allied Capital Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6368 | 5.01 | |
| 0.1494 | 5.96 | |
| 0.7163 | 15.38 | |
| -0.5878 | -2.65 | |
| 0.9129 | 2.89 | |
| -0.5220 | -2.31 | |
| 0.3317 | 1.12 | |
| -0.2598 | -0.71 | |
| 0.2070 | 0.67 | |
| -0.2281 | -1.01 | |
| 1.1619 | 4.14 | |
| -3.2478 | -8.61 |
Estimation Period:
Nov 16, 1993 to Apr 1, 2010
Nov 16, 1993 to Apr 1, 2010
News Impact Curve
Volatility Forecasts
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