Span-America Medical Systems Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5308 | 8.64 | |
| 0.2215 | 9.50 | |
| 0.5130 | 9.46 | |
| 0.1538 | 2.80 | |
| -0.2763 | -3.42 | |
| 0.2110 | 3.68 | |
| -0.1806 | -3.03 | |
| 0.2004 | 2.96 | |
| -0.1687 | -1.93 | |
| 0.0238 | 0.24 | |
| 0.0925 | 0.82 | |
| 0.0699 | 0.28 |
Estimation Period:
Jan 1, 1990 to Jun 16, 2017
Jan 1, 1990 to Jun 16, 2017
News Impact Curve
Volatility Forecasts
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