DFC Global Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7602 | 3.30 | |
| 0.1673 | 2.49 | |
| 0.5190 | 5.34 | |
| 1.7885 | 2.70 | |
| -2.2612 | -2.27 | |
| 1.0888 | 1.62 | |
| -1.8581 | -2.92 | |
| 2.2280 | 2.86 | |
| -1.5020 | -2.02 | |
| 1.2805 | 1.84 | |
| -1.2784 | -2.29 |
Estimation Period:
Jan 26, 2005 to Jun 13, 2014
Jan 26, 2005 to Jun 13, 2014
News Impact Curve
Volatility Forecasts
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