MVC Capital Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3028 | 5.83 | |
| 0.1550 | 6.01 | |
| 0.7365 | 19.06 | |
| 0.1788 | 1.01 | |
| -0.1531 | -0.54 | |
| 0.1958 | 0.89 | |
| -0.4368 | -2.24 | |
| 0.1192 | 0.61 | |
| 0.0927 | 0.38 | |
| 0.2854 | 0.95 | |
| -0.5860 | -1.75 | |
| 0.4917 | 1.51 | |
| -0.0313 | -0.08 |
Estimation Period:
Jun 26, 2000 to Dec 18, 2020
Jun 26, 2000 to Dec 18, 2020
News Impact Curve
Volatility Forecasts
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