Harvest Capital Credit Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8175 | 3.27 | |
| 0.2869 | 4.62 | |
| 0.6066 | 10.41 | |
| 0.3389 | 0.34 | |
| 0.0444 | 0.03 | |
| -1.5651 | -0.94 | |
| 2.1690 | 1.38 | |
| -0.7335 | -0.43 | |
| -1.8578 | -0.92 | |
| 4.5925 | 2.83 | |
| -8.6989 | -4.46 |
Estimation Period:
May 3, 2013 to Jun 4, 2021
May 3, 2013 to Jun 4, 2021
News Impact Curve
Volatility Forecasts
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