Probanka dd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4962 | 2.21 | |
| 0.2805 | 2.54 | |
| 0.0000 | 0.00 | |
| 58.0697 | 0.44 | |
| -47.5861 | -0.24 | |
| -123.7220 | -0.93 | |
| 292.1627 | 2.33 | |
| -271.0641 | -2.04 | |
| 86.5629 | 0.63 | |
| 133.2361 | 0.98 | |
| -226.9881 | -2.51 |
Estimation Period:
Feb 2, 2006 to Aug 13, 2013
Feb 2, 2006 to Aug 13, 2013
News Impact Curve
Volatility Forecasts
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