MMA Capital Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4643 | 3.23 | |
| 0.2093 | 8.20 | |
| 0.6675 | 17.91 | |
| 0.0993 | 0.77 | |
| -0.1099 | -0.62 | |
| -0.0326 | -0.29 | |
| 0.4589 | 4.39 | |
| -0.9247 | -6.97 | |
| 0.5798 | 3.23 | |
| -0.1526 | -0.97 | |
| 0.4417 | 2.36 | |
| -0.5652 | -3.10 |
Estimation Period:
Sep 2, 1996 to Aug 6, 2021
Sep 2, 1996 to Aug 6, 2021
News Impact Curve
Volatility Forecasts
Other MMA Capital Holdings Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities