RS Legacy Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5591 | 9.32 | |
| 0.1038 | 4.84 | |
| 0.6763 | 10.52 | |
| -0.0104 | -0.26 | |
| 0.0321 | 0.53 | |
| 0.0517 | 1.18 | |
| -0.2750 | -5.90 | |
| 0.4151 | 7.84 | |
| -0.3360 | -5.77 | |
| 0.1963 | 3.21 | |
| 0.0084 | 0.10 |
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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