MISR Conditioning - MIRACO Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.0468 | 0.01 | |
| 0.1822 | 0.00 | |
| 0.8178 | 0.02 | |
| 3.3972 | 0.00 | |
| -17.0729 | -0.01 | |
| 32.3403 | 0.03 | |
| -27.9315 | -0.01 | |
| 9.6800 | 0.01 | |
| 0.6273 | 0.00 | |
| -1.0880 | -0.00 | |
| -1.5332 | -0.02 |
Estimation Period:
Feb 6, 1998 to Jan 18, 2018
Feb 6, 1998 to Jan 18, 2018
News Impact Curve
Volatility Forecasts
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