Pipe NT Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3640 | 2.20 | |
| 0.1004 | 3.19 | |
| 0.7531 | 8.29 | |
| -2.0025 | -0.40 | |
| -2.0879 | -0.32 | |
| 12.5081 | 3.25 | |
| -17.0831 | -2.78 | |
| 12.8689 | 1.86 | |
| -8.5098 | -1.69 | |
| 7.8451 | 2.04 | |
| -3.8045 | -1.26 | |
| 0.1186 | 0.07 |
Estimation Period:
Feb 20, 1998 to Feb 28, 2003
Feb 20, 1998 to Feb 28, 2003
News Impact Curve
Volatility Forecasts
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