Catamaran Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3804 | 4.17 | |
| 0.2420 | 6.18 | |
| 0.3658 | 5.63 | |
| -0.5729 | -7.57 | |
| 0.7935 | 7.38 | |
| -0.2877 | -4.46 | |
| 0.0642 | 1.31 | |
| 0.0640 | 1.52 | |
| -0.1223 | -2.32 | |
| 0.1169 | 1.01 |
Estimation Period:
Jan 1, 1990 to Jul 24, 2015
Jan 1, 1990 to Jul 24, 2015
News Impact Curve
Volatility Forecasts
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