AmCOMP Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0591 | 3.35 | |
| 0.2013 | 2.14 | |
| 0.3917 | 2.36 | |
| -43.1247 | -3.54 | |
| 41.7637 | 2.01 | |
| 4.7224 | 0.30 | |
| -5.1752 | -0.36 | |
| 7.5516 | 0.32 | |
| -31.2183 | -0.94 | |
| 67.7637 | 2.22 | |
| -97.8960 | -5.58 |
Estimation Period:
Feb 8, 2006 to Oct 31, 2008
Feb 8, 2006 to Oct 31, 2008
News Impact Curve
Volatility Forecasts
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