PGT Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8699 | 4.86 | |
| 0.2530 | 5.92 | |
| 0.3365 | 5.06 | |
| 0.4314 | 2.27 | |
| -1.0446 | -3.65 | |
| 0.9942 | 4.74 | |
| -0.5627 | -2.66 | |
| 0.3110 | 1.21 | |
| -0.3825 | -1.49 | |
| 0.7445 | 2.97 | |
| -1.0369 | -4.41 | |
| 1.0969 | 4.94 | |
| -1.4668 | -6.79 |
Estimation Period:
Jun 28, 2006 to Mar 22, 2024
Jun 28, 2006 to Mar 22, 2024
News Impact Curve
Volatility Forecasts
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