Delta Natural Gas Co Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3566 | 5.30 | |
| 0.1534 | 10.16 | |
| 0.8183 | 57.71 | |
| 0.1113 | 1.24 | |
| -0.2185 | -1.48 | |
| 0.1526 | 1.07 | |
| -0.0965 | -0.58 | |
| 0.0969 | 0.57 | |
| -0.0847 | -0.46 | |
| 0.1291 | 0.73 | |
| -0.0742 | -0.57 | |
| -0.2710 | -2.29 | |
| 0.4426 | 4.52 |
Estimation Period:
Jan 1, 1990 to Sep 15, 2017
Jan 1, 1990 to Sep 15, 2017
News Impact Curve
Volatility Forecasts
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