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Collegiate Funding Services Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 04:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Collegiate Funding Services S0GARCH
paramt-stat
ω0.96925.09
α0.00000.00
β0.88550.51
γ1-14.6285-0.35
γ219.75720.30
γ3-0.1376-0.00
γ4-33.6828-0.62
γ554.59950.96
γ6-13.2067-0.28
γ7-82.5713-1.77
γ8227.99472.81
γ9-418.8284-3.52
γ10412.68314.63
Estimation Period:
Jul 14, 2004 to Mar 1, 2006
Impact of return on volatility tomorrow
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