TFCF Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8375 | 5.58 | |
| 0.0898 | 5.13 | |
| 0.8221 | 21.78 | |
| 0.3544 | 1.35 | |
| 0.0059 | 0.01 | |
| -1.0728 | -3.79 | |
| 1.0886 | 4.34 | |
| -0.5979 | -2.23 | |
| 0.4711 | 1.65 | |
| -0.3833 | -1.28 | |
| 0.3129 | 0.78 | |
| -1.3120 | -2.00 |
Estimation Period:
Nov 3, 2004 to Mar 15, 2019
Nov 3, 2004 to Mar 15, 2019
News Impact Curve
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