InfraREIT Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7848 | 4.45 | |
| 0.1255 | 2.60 | |
| 0.7825 | 7.95 | |
| -4.1559 | -3.14 | |
| 6.1051 | 2.77 | |
| -2.6311 | -1.28 | |
| 1.4854 | 0.57 | |
| -6.9901 | -1.60 |
Estimation Period:
Jan 30, 2015 to May 10, 2019
Jan 30, 2015 to May 10, 2019
News Impact Curve
Volatility Forecasts
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