Clark Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4418 | 5.78 | |
| 0.1628 | 3.52 | |
| 0.0253 | 0.36 | |
| 1.6100 | 1.92 | |
| -2.1136 | -1.61 | |
| 0.4492 | 0.32 | |
| 0.0207 | 0.01 | |
| -0.4836 | -0.28 | |
| 1.2364 | 0.79 | |
| -0.3123 | -0.22 | |
| -1.7667 | -1.17 | |
| 4.0153 | 1.92 | |
| -10.9534 | -3.46 |
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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