Tucker Anthony Sutro Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0413 | 1.80 | |
| 0.4006 | 1.50 | |
| 0.4992 | 2.65 | |
| 0.0863 | 0.01 | |
| -1.3594 | -0.07 | |
| -3.2838 | -0.22 | |
| 7.6784 | 0.59 | |
| 0.8092 | 0.06 | |
| -7.7271 | -0.57 | |
| 2.6044 | 0.20 | |
| 6.7779 | 0.52 | |
| -29.2369 | -2.25 | |
| 42.9053 | 5.30 |
Estimation Period:
Apr 1, 1998 to Oct 31, 2001
Apr 1, 1998 to Oct 31, 2001
News Impact Curve
Volatility Forecasts
Other Tucker Anthony Sutro Analyses
Other Zero Slope Spline-GARCH Analyses on Equities