Cleveland-Cliffs Steel Holding Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0396 | 6.09 | |
| 0.0380 | 6.16 | |
| 0.9374 | 87.28 | |
| 0.2346 | 5.34 | |
| -0.3019 | -4.31 | |
| 0.0584 | 1.06 | |
| -0.0027 | -0.05 | |
| 0.0341 | 0.64 | |
| -0.0255 | -0.47 | |
| -0.0405 | -0.51 |
Estimation Period:
Mar 30, 1994 to Mar 6, 2020
Mar 30, 1994 to Mar 6, 2020
News Impact Curve
Volatility Forecasts
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