CounterPath Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7691 | 3.37 | |
| 0.1937 | 7.33 | |
| 0.6749 | 14.54 | |
| 0.0758 | 0.14 | |
| -0.6214 | -0.63 | |
| 1.1870 | 1.48 | |
| -1.2415 | -2.33 | |
| 1.0254 | 2.23 | |
| -0.3416 | -0.66 | |
| -0.4805 | -0.80 | |
| 0.5708 | 1.08 | |
| 0.2811 | 0.55 | |
| -2.7283 | -2.42 |
Estimation Period:
Apr 7, 2004 to Feb 26, 2021
Apr 7, 2004 to Feb 26, 2021
News Impact Curve
Volatility Forecasts
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