Trimark Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0375 | 3.66 | |
| 0.2815 | 5.29 | |
| 0.5638 | 8.94 | |
| 0.5081 | 1.57 | |
| -0.9564 | -2.14 | |
| 0.8611 | 3.45 | |
| -0.5666 | -2.31 | |
| -0.3766 | -1.07 |
Estimation Period:
Apr 20, 1992 to Aug 2, 2000
Apr 20, 1992 to Aug 2, 2000
News Impact Curve
Volatility Forecasts
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