Legacy IMBDS Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2179 | 2.88 | |
| 0.0646 | 5.99 | |
| 0.9070 | 59.17 | |
| -0.3846 | -3.99 | |
| 0.5695 | 3.97 | |
| -0.3520 | -3.47 | |
| 0.1984 | 2.26 | |
| 0.1808 | 2.24 | |
| -0.4587 | -4.27 | |
| 0.3536 | 2.44 | |
| -0.0891 | -0.42 | |
| -0.1318 | -0.53 | |
| 0.5854 | 2.54 |
Estimation Period:
Jun 28, 1991 to Mar 22, 2024
Jun 28, 1991 to Mar 22, 2024
News Impact Curve
Volatility Forecasts
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