SS&C Gids Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4082 | 6.57 | |
| 0.1956 | 4.91 | |
| 0.5538 | 9.16 | |
| 0.1241 | 1.58 | |
| -0.1145 | -0.99 | |
| -0.1763 | -2.05 | |
| 0.3037 | 3.53 | |
| -0.0515 | -0.57 | |
| -0.2622 | -2.41 | |
| 0.2239 | 1.72 | |
| 0.0491 | 0.37 | |
| -0.1578 | -1.58 |
Estimation Period:
Nov 1, 1995 to Apr 13, 2018
Nov 1, 1995 to Apr 13, 2018
News Impact Curve
Volatility Forecasts
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