CARBO Ceramics Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5752 | 2.88 | |
| 0.1167 | 7.59 | |
| 0.8173 | 36.09 | |
| 0.0085 | 0.07 | |
| -0.1592 | -0.99 | |
| 0.3366 | 3.97 | |
| -0.2599 | -2.84 | |
| 0.0616 | 0.61 | |
| 0.0754 | 0.66 | |
| -0.1072 | -0.91 | |
| 0.0343 | 0.43 |
Estimation Period:
Apr 23, 1996 to Jun 26, 2020
Apr 23, 1996 to Jun 26, 2020
News Impact Curve
Volatility Forecasts
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