MMA Capital Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5065 | 3.08 | |
| 0.2147 | 8.42 | |
| 0.6959 | 21.13 | |
| 0.1198 | 0.88 | |
| -0.1353 | -0.72 | |
| -0.0307 | -0.26 | |
| 0.4652 | 4.15 | |
| -0.9254 | -6.43 | |
| 0.5525 | 2.85 | |
| -0.0453 | -0.28 | |
| 0.1342 | 0.93 | |
| 0.1965 | 0.76 |
Estimation Period:
Sep 2, 1996 to Aug 6, 2021
Sep 2, 1996 to Aug 6, 2021
News Impact Curve
Volatility Forecasts
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