DryShips Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7036 | 3.79 | |
| 0.1179 | 5.71 | |
| 0.8374 | 29.95 | |
| 0.8288 | 2.77 | |
| -1.2736 | -2.97 | |
| 0.4918 | 1.75 | |
| 0.1056 | 0.36 | |
| -0.3198 | -0.93 | |
| 0.6946 | 1.70 | |
| -1.4241 | -2.97 | |
| 1.3351 | 2.99 |
Estimation Period:
Feb 3, 2005 to Oct 4, 2019
Feb 3, 2005 to Oct 4, 2019
News Impact Curve
Volatility Forecasts
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