Ferro Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1414 | 4.84 | |
| 0.1035 | 5.88 | |
| 0.8320 | 27.74 | |
| 0.0809 | 1.06 | |
| -0.1059 | -0.83 | |
| 0.0694 | 0.73 | |
| -0.0795 | -1.12 | |
| 0.0561 | 0.70 | |
| 0.0405 | 0.48 | |
| -0.1670 | -2.25 | |
| 0.0441 | 0.60 | |
| 0.3182 | 2.77 | |
| -0.8873 | -6.24 |
Estimation Period:
Jan 2, 1990 to Apr 14, 2022
Jan 2, 1990 to Apr 14, 2022
News Impact Curve
Volatility Forecasts
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