Equity Commonwealth Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1233 | 6.96 | |
| 0.1369 | 8.30 | |
| 0.8025 | 33.25 | |
| -0.0692 | -2.22 | |
| 0.1679 | 3.69 | |
| -0.1866 | -5.94 | |
| 0.1803 | 5.85 | |
| -0.1721 | -6.06 | |
| 0.0778 | 2.19 | |
| 0.0529 | 1.22 | |
| -0.0812 | -1.13 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2025
Jan 1, 1990 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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