FCStone Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0033 | 1.38 | |
| 0.6785 | 2.00 | |
| 0.1120 | 1.02 | |
| 9.1643 | 1.73 | |
| -9.6516 | -1.30 | |
| 4.7933 | 1.03 | |
| -15.8059 | -3.58 | |
| 17.8077 | 5.89 |
Estimation Period:
Mar 14, 2007 to Sep 30, 2009
Mar 14, 2007 to Sep 30, 2009
News Impact Curve
Volatility Forecasts
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