Horizon Orphan Holdings LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9635 | 2.06 | |
| 0.0482 | 3.94 | |
| 0.9215 | 44.30 | |
| -0.0707 | -0.16 | |
| 0.0009 | 0.00 | |
| 0.0710 | 0.18 | |
| -0.1135 | -0.30 | |
| 0.6143 | 1.19 | |
| -1.2597 | -2.71 | |
| 1.3672 | 2.64 | |
| -0.7978 | -1.63 | |
| 0.1804 | 0.61 |
Estimation Period:
Sep 8, 1998 to Oct 21, 2016
Sep 8, 1998 to Oct 21, 2016
News Impact Curve
Volatility Forecasts
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