MCG Capital Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4421 | 2.82 | |
| 0.1206 | 3.98 | |
| 0.7279 | 13.78 | |
| -1.3212 | -2.21 | |
| 2.0620 | 2.37 | |
| -1.2156 | -2.15 | |
| 1.6488 | 3.45 | |
| -2.8072 | -7.73 | |
| 2.4822 | 7.87 | |
| -1.2357 | -4.01 | |
| 0.8058 | 2.30 | |
| -1.2039 | -1.89 |
Estimation Period:
Nov 27, 2001 to Aug 17, 2015
Nov 27, 2001 to Aug 17, 2015
News Impact Curve
Volatility Forecasts
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