Nile Cotton Ginning Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9642 | 3.76 | |
| 0.3680 | 7.65 | |
| 0.3405 | 4.86 | |
| 2.3628 | 3.19 | |
| -3.2624 | -2.36 | |
| 0.2682 | 0.25 | |
| 3.5021 | 4.37 | |
| -5.2559 | -6.89 | |
| 2.3990 | 2.92 | |
| 0.1880 | 0.20 | |
| 0.5202 | 0.61 | |
| -1.1288 | -1.80 |
Estimation Period:
Feb 8, 1999 to Nov 14, 2019
Feb 8, 1999 to Nov 14, 2019
News Impact Curve
Volatility Forecasts
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