Old Holdco Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5823 | 3.69 | |
| 0.1442 | 7.24 | |
| 0.7791 | 28.53 | |
| 0.2296 | 1.90 | |
| -0.4455 | -2.70 | |
| 0.1983 | 1.84 | |
| 0.2031 | 1.73 | |
| -0.3715 | -3.80 | |
| 0.2915 | 4.29 | |
| -0.1193 | -1.68 | |
| 0.0694 | 0.84 | |
| -0.1239 | -1.82 |
Estimation Period:
Apr 3, 1995 to Jun 12, 2020
Apr 3, 1995 to Jun 12, 2020
News Impact Curve
Volatility Forecasts
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