AmCOMP Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0615 | 3.11 | |
| 0.1701 | 2.17 | |
| 0.5535 | 3.71 | |
| -40.8671 | -3.00 | |
| 38.0905 | 1.64 | |
| 7.0438 | 0.41 | |
| -6.4343 | -0.43 | |
| 6.5550 | 0.28 | |
| -21.9428 | -0.66 | |
| 39.5124 | 1.33 | |
| -29.8551 | -2.02 |
Estimation Period:
Feb 8, 2006 to Oct 31, 2008
Feb 8, 2006 to Oct 31, 2008
News Impact Curve
Volatility Forecasts
Other AmCOMP Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities