Invesco Inc/Canada Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3553 | 12.61 | |
| 0.0487 | 2.38 | |
| 0.8761 | 12.37 | |
| 0.0149 | 3.87 |
Estimation Period:
Aug 2, 2000 to Dec 5, 2007
Aug 2, 2000 to Dec 5, 2007
News Impact Curve
Volatility Forecasts
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