MDC Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4139 | 8.26 | |
| 0.0975 | 7.53 | |
| 0.8005 | 30.82 | |
| -0.0090 | -0.22 | |
| 0.1289 | 2.05 | |
| -0.1463 | -2.97 | |
| -0.0320 | -0.68 | |
| 0.1519 | 3.55 | |
| -0.1436 | -3.56 | |
| 0.0134 | 0.31 | |
| 0.1194 | 2.66 | |
| -0.1186 | -2.47 | |
| 0.0112 | 0.11 |
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Jan 2, 1990 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
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