Actua Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1471 | 3.70 | |
| 0.0608 | 5.52 | |
| 0.9275 | 73.86 | |
| 0.0676 | 0.27 | |
| -0.4602 | -1.13 | |
| 0.6915 | 2.45 | |
| -0.2406 | -0.94 | |
| -0.3828 | -1.50 | |
| 0.8297 | 2.38 | |
| -1.1827 | -2.68 | |
| 2.4845 | 2.74 |
Estimation Period:
Aug 5, 1999 to Apr 13, 2018
Aug 5, 1999 to Apr 13, 2018
News Impact Curve
Volatility Forecasts
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