AlerisLife Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9343 | 3.65 | |
| 0.1943 | 7.07 | |
| 0.6603 | 16.02 | |
| -0.3448 | -3.60 | |
| 0.5834 | 4.15 | |
| -0.2987 | -2.99 | |
| -0.0082 | -0.07 | |
| 0.2018 | 1.59 | |
| -0.1673 | -0.93 | |
| -0.1108 | -0.51 | |
| 0.4832 | 2.03 |
Estimation Period:
Dec 17, 2001 to Mar 17, 2023
Dec 17, 2001 to Mar 17, 2023
News Impact Curve
Volatility Forecasts
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