NRC Group Holdings Corp. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0833 | 4.21 | |
| 0.1354 | 2.32 | |
| 0.1600 | 0.58 | |
| -27.5875 | -1.44 | |
| 62.2149 | 1.95 | |
| -68.5559 | -2.46 | |
| 80.6148 | 2.87 | |
| -55.5417 | -2.25 | |
| -45.6750 | -2.17 | |
| 110.6189 | 3.52 | |
| -119.2077 | -2.62 | |
| 130.7589 | 2.31 |
Estimation Period:
Aug 1, 2017 to Oct 25, 2019
Aug 1, 2017 to Oct 25, 2019
News Impact Curve
Volatility Forecasts
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