CalAtlantic Group Inc/old Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8380 | 4.50 | |
| 0.0492 | 7.78 | |
| 0.9317 | 97.48 | |
| -0.0842 | -1.86 | |
| 0.1395 | 2.09 | |
| -0.1151 | -2.67 | |
| 0.1387 | 3.37 | |
| -0.1266 | -2.53 | |
| -0.0072 | -0.12 | |
| 0.2336 | 1.76 |
Estimation Period:
Jan 2, 1990 to Feb 9, 2018
Jan 2, 1990 to Feb 9, 2018
News Impact Curve
Volatility Forecasts
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