Old Holdco Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5689 | 3.84 | |
| 0.1416 | 7.31 | |
| 0.7776 | 30.14 | |
| 0.1931 | 1.84 | |
| -0.4494 | -3.12 | |
| 0.4034 | 5.23 | |
| -0.1623 | -2.04 | |
| -0.0423 | -0.51 | |
| 0.1516 | 1.92 | |
| -0.1443 | -1.69 | |
| 0.1945 | 1.44 |
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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