DFC Global Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9479 | 3.33 | |
| 0.1776 | 3.07 | |
| 0.5209 | 5.60 | |
| 2.5359 | 2.80 | |
| -3.4235 | -2.49 | |
| 2.1068 | 2.48 | |
| -2.8243 | -4.47 | |
| 2.2625 | 3.39 | |
| -0.4453 | -0.45 | |
| -0.9141 | -0.74 | |
| 2.9215 | 2.12 | |
| -7.8887 | -5.12 |
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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