RS Legacy Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5754 | 8.36 | |
| 0.0864 | 5.86 | |
| 0.7847 | 20.05 | |
| -0.0051 | -0.12 | |
| 0.0261 | 0.40 | |
| 0.0525 | 1.10 | |
| -0.2752 | -5.27 | |
| 0.4217 | 6.99 | |
| -0.3686 | -5.59 | |
| 0.2850 | 4.10 | |
| -0.2241 | -4.63 |
Estimation Period:
Jan 1, 1990 to Oct 8, 2015
Jan 1, 1990 to Oct 8, 2015
News Impact Curve
Volatility Forecasts
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