Pzena Investment Management Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1159 | 3.80 | |
| 0.1529 | 4.94 | |
| 0.7391 | 19.76 | |
| -1.0238 | -4.12 | |
| 1.6771 | 4.79 | |
| -1.0198 | -4.63 | |
| 0.5726 | 2.63 | |
| -0.2901 | -1.33 | |
| 0.2415 | 1.01 | |
| -0.3306 | -1.09 | |
| 0.2335 | 0.83 |
Estimation Period:
Oct 25, 2007 to Oct 28, 2022
Oct 25, 2007 to Oct 28, 2022
News Impact Curve
Volatility Forecasts
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