Cia Hering Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0227 | 5.23 | |
| 0.0883 | 4.57 | |
| 0.7873 | 19.26 | |
| 0.5774 | 3.48 | |
| -0.6580 | -2.52 | |
| 0.1333 | 0.83 | |
| 0.0562 | 0.51 | |
| -0.2869 | -1.83 | |
| 0.3521 | 1.69 | |
| -0.2661 | -1.02 |
Estimation Period:
Oct 15, 1999 to Sep 17, 2021
Oct 15, 1999 to Sep 17, 2021
News Impact Curve
Volatility Forecasts
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