CM Wind Down Topco Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1952 | 3.07 | |
| 0.1196 | 5.09 | |
| 0.8247 | 26.37 | |
| 0.0131 | 0.09 | |
| -0.1663 | -0.83 | |
| 0.3797 | 2.93 | |
| -0.0942 | -0.70 | |
| -0.6000 | -4.53 | |
| 0.8534 | 5.45 | |
| -0.3910 | -2.43 | |
| -0.1066 | -0.85 |
Estimation Period:
Jun 26, 1998 to Jun 1, 2018
Jun 26, 1998 to Jun 1, 2018
News Impact Curve
Volatility Forecasts
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