MVC Capital Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2290 | 5.22 | |
| 0.1592 | 5.18 | |
| 0.7476 | 18.56 | |
| 0.0904 | 0.63 | |
| -0.0005 | -0.00 | |
| 0.0380 | 0.23 | |
| -0.3793 | -2.72 | |
| 0.2076 | 1.59 | |
| 0.2852 | 1.88 | |
| -0.4139 | -2.32 | |
| 0.2783 | 1.49 | |
| -0.1467 | -0.92 |
Estimation Period:
Jun 26, 2000 to Dec 18, 2020
Jun 26, 2000 to Dec 18, 2020
News Impact Curve
Volatility Forecasts
Other MVC Capital Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities