Corio NV Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0968 | 0.00 | |
| 0.1790 | 0.00 | |
| 0.8210 | 0.00 | |
| 42.2331 | 0.00 | |
| -375.1055 | -0.00 | |
| 896.1438 | 0.04 | |
| -859.1878 | -0.05 | |
| 310.5652 | 0.01 | |
| -5.3919 | -0.00 | |
| -13.6590 | -0.00 | |
| 18.0231 | 0.00 | |
| -16.8059 | -0.00 |
Estimation Period:
May 21, 2004 to Dec 23, 2014
May 21, 2004 to Dec 23, 2014
News Impact Curve
Volatility Forecasts
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