Oregon Trail Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0266 | 4.13 | |
| 0.2422 | 3.77 | |
| 0.3521 | 3.43 | |
| 10.6332 | 3.35 | |
| -19.4957 | -3.96 | |
| 12.0970 | 3.87 | |
| -0.0187 | -0.01 | |
| -9.5026 | -2.60 | |
| 11.3476 | 2.36 | |
| -8.9977 | -1.93 | |
| 8.8193 | 2.06 | |
| -12.3466 | -2.30 | |
| 24.5782 | 2.80 |
Estimation Period:
Oct 3, 1997 to Oct 30, 2003
Oct 3, 1997 to Oct 30, 2003
News Impact Curve
Volatility Forecasts
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