Redecard SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9632 | 5.99 | |
| 0.1667 | 2.90 | |
| 0.5190 | 4.51 | |
| 0.2224 | 0.22 | |
| -1.4586 | -0.94 | |
| 1.6221 | 1.64 | |
| 0.2781 | 0.34 | |
| -1.9973 | -2.43 | |
| 2.3154 | 3.55 |
Estimation Period:
Jul 13, 2007 to Oct 17, 2012
Jul 13, 2007 to Oct 17, 2012
News Impact Curve
Volatility Forecasts
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