Triple-S Management Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9937 | 2.71 | |
| 0.2772 | 5.07 | |
| 0.6076 | 12.27 | |
| -0.8244 | -1.22 | |
| 1.2000 | 1.28 | |
| -0.3605 | -0.83 | |
| -0.4810 | -1.15 | |
| 1.4242 | 2.76 | |
| -1.8594 | -2.92 | |
| 1.4559 | 1.88 | |
| -0.5794 | -0.81 | |
| -1.0804 | -1.82 | |
| 2.0029 | 5.53 |
Estimation Period:
Dec 7, 2007 to Jan 28, 2022
Dec 7, 2007 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
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