Clark Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2139 | 6.16 | |
| 0.1532 | 3.23 | |
| 0.0114 | 0.16 | |
| 0.2606 | 0.74 | |
| -0.4623 | -0.77 | |
| 0.0097 | 0.02 | |
| 0.6141 | 1.37 | |
| -0.6240 | -1.47 | |
| 0.2462 | 0.62 |
Estimation Period:
Aug 17, 1998 to Mar 12, 2007
Aug 17, 1998 to Mar 12, 2007
News Impact Curve
Volatility Forecasts
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