CoreLogic Inc/United States Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4013 | 7.44 | |
| 0.0963 | 5.67 | |
| 0.8497 | 34.91 | |
| -0.2294 | -4.05 | |
| 0.3933 | 4.44 | |
| -0.1606 | -2.50 | |
| -0.1637 | -2.30 | |
| 0.3447 | 3.96 | |
| -0.2800 | -3.56 | |
| 0.1801 | 2.27 | |
| -0.2502 | -2.44 | |
| 0.3920 | 3.14 | |
| -0.5113 | -2.98 |
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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