Countrywide Financial Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0561 | 8.31 | |
| 0.1358 | 4.75 | |
| 0.6707 | 10.88 | |
| -0.1097 | -2.36 | |
| 0.1597 | 2.26 | |
| -0.0130 | -0.26 | |
| -0.1073 | -1.97 | |
| 0.0888 | 1.35 | |
| 0.2788 | 3.47 |
Estimation Period:
Jan 2, 1990 to Jun 30, 2008
Jan 2, 1990 to Jun 30, 2008
News Impact Curve
Volatility Forecasts
Other Countrywide Financial Analyses
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