Calamos Asset Management Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8091 | 4.95 | |
| 0.0930 | 4.30 | |
| 0.8107 | 17.83 | |
| -0.0866 | -0.27 | |
| 0.6881 | 1.51 | |
| -1.5339 | -4.68 | |
| 1.3853 | 4.21 | |
| -0.7538 | -2.28 | |
| 0.7068 | 2.23 | |
| -0.6141 | -1.56 | |
| 0.4458 | 0.66 |
Estimation Period:
Oct 28, 2004 to Feb 17, 2017
Oct 28, 2004 to Feb 17, 2017
News Impact Curve
Volatility Forecasts
Other Calamos Asset Management Inc Analyses
Other Spline-GARCH Analyses on Equities