FBR & Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5827 | 5.45 | |
| 0.1172 | 4.76 | |
| 0.8169 | 27.11 | |
| -0.6085 | -4.29 | |
| 0.8638 | 4.03 | |
| -0.3259 | -2.49 | |
| 0.0971 | 1.09 |
Estimation Period:
Jun 8, 2007 to May 26, 2017
Jun 8, 2007 to May 26, 2017
News Impact Curve
Volatility Forecasts
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