CoreLogic Inc/United States Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3828 | 7.36 | |
| 0.0978 | 5.64 | |
| 0.8445 | 33.55 | |
| -0.2167 | -3.81 | |
| 0.3715 | 4.21 | |
| -0.1498 | -2.37 | |
| -0.1601 | -2.29 | |
| 0.3299 | 3.90 | |
| -0.2564 | -3.36 | |
| 0.1424 | 1.85 | |
| -0.1827 | -1.85 | |
| 0.2603 | 2.58 | |
| -0.1971 | -2.66 |
Estimation Period:
Jan 2, 1990 to May 28, 2021
Jan 2, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
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