Mackinac Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8364 | 3.04 | |
| 0.1391 | 8.42 | |
| 0.8362 | 37.68 | |
| 1.0262 | 5.54 | |
| -1.7531 | -6.07 | |
| 1.4909 | 5.83 | |
| -1.4245 | -5.61 | |
| 0.9352 | 3.54 | |
| -0.3683 | -1.48 | |
| 0.4202 | 1.21 | |
| -0.4376 | -1.15 |
Estimation Period:
Mar 1, 2000 to Sep 3, 2021
Mar 1, 2000 to Sep 3, 2021
News Impact Curve
Volatility Forecasts
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