Legg Mason Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3011 | 3.71 | |
| 0.0906 | 8.24 | |
| 0.8906 | 68.38 | |
| 0.0553 | 1.53 | |
| -0.0432 | -0.77 | |
| -0.0448 | -0.82 | |
| 0.0669 | 0.90 | |
| -0.0959 | -1.30 | |
| 0.1343 | 2.30 | |
| -0.2728 | -3.76 |
Estimation Period:
Jan 2, 1990 to Jul 24, 2020
Jan 2, 1990 to Jul 24, 2020
News Impact Curve
Volatility Forecasts
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