Sajan Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7564 | 2.69 | |
| 0.1846 | 5.09 | |
| 0.7504 | 25.40 | |
| 1.0291 | 1.04 | |
| -1.6609 | -1.09 | |
| 0.2421 | 0.25 | |
| 1.1733 | 1.28 | |
| -0.9114 | -0.81 | |
| 0.0147 | 0.01 | |
| -0.6577 | -0.54 | |
| 2.3340 | 2.17 | |
| -7.0374 | -6.48 |
Estimation Period:
Oct 27, 2005 to Jul 19, 2017
Oct 27, 2005 to Jul 19, 2017
News Impact Curve
Volatility Forecasts
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