Forgerock LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3441 | 4.70 | |
| 0.0426 | 1.01 | |
| 0.0000 | 0.00 | |
| -4.5283 | -0.53 | |
| 6.9925 | 0.54 | |
| 0.5401 | 0.04 | |
| -27.9126 | -1.42 | |
| 55.9374 | 2.68 | |
| -39.6540 | -3.39 |
Estimation Period:
Sep 16, 2021 to Aug 18, 2023
Sep 16, 2021 to Aug 18, 2023
News Impact Curve
Volatility Forecasts
Other Forgerock LLC Analyses
Other Zero Slope Spline-GARCH Analyses on Equities