Invesco Inc/Canada Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2497 | 9.07 | |
| 0.0491 | 2.37 | |
| 0.8697 | 11.13 | |
| -0.0035 | -0.22 |
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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