Sparton Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1541 | 6.12 | |
| 0.1024 | 6.88 | |
| 0.8346 | 33.61 | |
| -0.1098 | -2.16 | |
| 0.1877 | 2.41 | |
| -0.1359 | -2.44 | |
| 0.0630 | 1.24 | |
| 0.0870 | 1.75 | |
| -0.2043 | -3.40 | |
| 0.1837 | 2.16 | |
| -0.0056 | -0.04 |
Estimation Period:
Jan 2, 1990 to Mar 1, 2019
Jan 2, 1990 to Mar 1, 2019
News Impact Curve
Volatility Forecasts
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