Rubik Financial Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0222 | 7.99 | |
| 0.1946 | 4.17 | |
| 0.3308 | 3.12 | |
| -0.1449 | -0.65 | |
| 0.2626 | 0.74 | |
| -0.0561 | -0.24 | |
| -0.2624 | -1.42 | |
| 0.3245 | 2.39 | |
| -0.1464 | -1.55 | |
| 0.0277 | 0.42 |
Estimation Period:
Feb 23, 2000 to May 5, 2017
Feb 23, 2000 to May 5, 2017
News Impact Curve
Volatility Forecasts
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