Onyx Acceptance Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8216 | 4.52 | |
| 0.1397 | 3.59 | |
| 0.0000 | 0.00 | |
| -0.8831 | -0.86 | |
| 1.2071 | 0.79 | |
| 0.0346 | 0.03 | |
| -1.3319 | -1.11 | |
| 2.1895 | 1.92 | |
| -2.5514 | -2.86 | |
| 2.9656 | 3.23 | |
| -3.8552 | -2.92 | |
| 4.8341 | 2.23 | |
| -7.4604 | -2.75 |
Estimation Period:
Mar 25, 1996 to Jan 11, 2005
Mar 25, 1996 to Jan 11, 2005
News Impact Curve
Volatility Forecasts
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