Triple-S Management Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8519 | 3.00 | |
| 0.2356 | 3.65 | |
| 0.5321 | 7.34 | |
| -0.9521 | -1.54 | |
| 1.4094 | 1.63 | |
| -0.5431 | -1.39 | |
| -0.2700 | -0.75 | |
| 1.2715 | 2.87 | |
| -1.8873 | -3.41 | |
| 1.7086 | 2.52 | |
| -1.1196 | -1.73 | |
| 0.3265 | 0.53 | |
| -2.1037 | -2.93 |
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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