AEP Industries Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9933 | 7.47 | |
| 0.1326 | 5.30 | |
| 0.7812 | 22.84 | |
| -0.0864 | -1.68 | |
| 0.1172 | 1.34 | |
| -0.0532 | -0.61 | |
| 0.0176 | 0.17 | |
| 0.0860 | 0.91 | |
| -0.1890 | -2.23 | |
| 0.1936 | 2.09 | |
| -0.1223 | -1.59 |
Estimation Period:
Jan 2, 1990 to Jan 20, 2017
Jan 2, 1990 to Jan 20, 2017
News Impact Curve
Volatility Forecasts
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