AEP Industries Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9730 | 7.39 | |
| 0.1332 | 5.28 | |
| 0.7797 | 22.66 | |
| -0.0977 | -1.90 | |
| 0.1354 | 1.55 | |
| -0.0651 | -0.75 | |
| 0.0262 | 0.26 | |
| 0.0792 | 0.85 | |
| -0.1788 | -2.36 | |
| 0.1718 | 2.85 | |
| -0.0725 | -0.68 |
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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