Maxcor Financial Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0303 | 4.77 | |
| 0.1353 | 3.05 | |
| 0.7367 | 9.48 | |
| 1.6340 | 2.67 | |
| -1.8667 | -1.77 | |
| -0.7159 | -0.70 | |
| 1.9677 | 2.24 | |
| -2.3854 | -3.38 | |
| 2.3706 | 2.82 | |
| -1.4132 | -1.57 | |
| 1.2798 | 1.07 |
Estimation Period:
Dec 6, 1994 to May 20, 2005
Dec 6, 1994 to May 20, 2005
News Impact Curve
Volatility Forecasts
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