Corium LLC Zero Slope Spline-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5063 | 3.31 | |
| 0.1309 | 2.40 | |
| 0.2395 | 1.08 | |
| -3.8307 | -2.63 | |
| 5.6557 | 2.47 | |
| -3.3436 | -1.54 | |
| 1.8773 | 1.01 | |
| -1.5451 | -0.78 | |
| 3.5723 | 1.33 | |
| -3.5201 | -1.35 |
Estimation Period:
Apr 3, 2014 to Nov 21, 2018
Apr 3, 2014 to Nov 21, 2018
News Impact Curve
Volatility Forecasts
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