Cynosure LLC Zero Slope Spline-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1602 | 5.40 | |
| 0.2193 | 3.67 | |
| 0.2553 | 2.35 | |
| 0.4124 | 2.32 | |
| -0.8472 | -3.33 | |
| 0.7284 | 4.59 | |
| -0.5127 | -3.44 | |
| 0.4645 | 2.86 | |
| -0.3495 | -2.80 |
Estimation Period:
Dec 9, 2005 to Mar 17, 2017
Dec 9, 2005 to Mar 17, 2017
News Impact Curve
Volatility Forecasts
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