PAE Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8077 | 3.06 | |
| 0.3582 | 5.17 | |
| 0.6403 | 9.16 | |
| 14.3437 | 0.42 | |
| -9.5879 | -0.20 | |
| 23.0009 | 0.69 | |
| -63.0809 | -1.86 | |
| 43.3366 | 1.38 | |
| -10.9910 | -0.30 | |
| -53.1064 | -0.75 | |
| 198.5229 | 1.23 | |
| -270.3543 | -1.57 | |
| 165.4956 | 2.32 |
Estimation Period:
Nov 2, 2018 to Feb 4, 2022
Nov 2, 2018 to Feb 4, 2022
News Impact Curve
Volatility Forecasts
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