Fenix Parts LLC Zero Slope Spline-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2901 | 2.75 | |
| 0.3836 | 7.38 | |
| 0.6046 | 11.17 | |
| -3.8631 | -0.51 | |
| 0.7633 | 0.07 | |
| 14.3939 | 1.58 | |
| -27.1840 | -2.99 | |
| 23.7021 | 4.50 |
Estimation Period:
May 14, 2015 to Apr 20, 2018
May 14, 2015 to Apr 20, 2018
News Impact Curve
Volatility Forecasts
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