SWS Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7434 | 6.13 | |
| 0.0622 | 5.03 | |
| 0.9071 | 41.93 | |
| -0.1954 | -3.31 | |
| 0.3709 | 4.09 | |
| -0.3950 | -5.04 | |
| 0.4003 | 4.28 | |
| -0.2402 | -2.53 | |
| 0.0651 | 0.78 | |
| -0.1571 | -2.01 |
Estimation Period:
Oct 10, 1991 to Dec 31, 2014
Oct 10, 1991 to Dec 31, 2014
News Impact Curve
Volatility Forecasts
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