Cowen Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3008 | 3.69 | |
| 0.1344 | 11.42 | |
| 0.8590 | 106.86 | |
| -0.2940 | -2.29 | |
| 0.3820 | 2.14 | |
| -0.0265 | -0.27 | |
| -0.3757 | -4.12 | |
| 0.5683 | 7.43 |
Estimation Period:
Jul 13, 2006 to Feb 24, 2023
Jul 13, 2006 to Feb 24, 2023
News Impact Curve
Volatility Forecasts
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