TFCF Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8477 | 5.36 | |
| 0.0927 | 5.17 | |
| 0.8110 | 21.29 | |
| 0.3596 | 1.44 | |
| 0.0179 | 0.05 | |
| -1.0354 | -3.84 | |
| 0.9335 | 4.00 | |
| -0.4631 | -1.97 | |
| 0.4454 | 1.82 | |
| -0.3840 | -1.37 | |
| 0.2846 | 0.72 | |
| -1.2301 | -2.00 |
Estimation Period:
Nov 4, 2004 to Mar 15, 2019
Nov 4, 2004 to Mar 15, 2019
News Impact Curve
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