DryShips Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6309 | 3.69 | |
| 0.1096 | 5.48 | |
| 0.8358 | 26.94 | |
| 0.7021 | 1.88 | |
| -0.7341 | -1.35 | |
| -0.6004 | -1.57 | |
| 1.4126 | 3.61 | |
| -1.4412 | -3.74 | |
| 1.3058 | 3.39 | |
| -0.6309 | -1.35 | |
| -1.2550 | -2.42 | |
| 3.2668 | 4.10 |
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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