FTS International, Inc. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4980 | 3.02 | |
| 0.1307 | 2.20 | |
| 0.3260 | 1.16 | |
| 23.7723 | 1.35 | |
| -33.3822 | -1.31 | |
| 16.1548 | 1.22 | |
| -14.8722 | -1.30 | |
| 19.3190 | 1.18 | |
| -24.2976 | -1.40 | |
| 39.9373 | 2.54 | |
| -61.0089 | -3.56 | |
| 48.3522 | 2.27 | |
| -8.3445 | -0.19 |
Estimation Period:
Feb 2, 2018 to Nov 13, 2020
Feb 2, 2018 to Nov 13, 2020
News Impact Curve
Volatility Forecasts
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