Edelman Financial Engines LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3117 | 6.53 | |
| 0.0896 | 2.13 | |
| 0.3944 | 2.02 | |
| 1.8120 | 1.68 | |
| -3.3043 | -2.04 | |
| 2.1834 | 2.33 | |
| 0.0386 | 0.05 | |
| -1.9820 | -2.79 | |
| 2.3134 | 2.83 | |
| -2.1299 | -2.44 | |
| 2.0152 | 2.48 | |
| -1.3077 | -1.87 |
Estimation Period:
Mar 16, 2010 to Jul 13, 2018
Mar 16, 2010 to Jul 13, 2018
News Impact Curve
Volatility Forecasts
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