Trecora LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1504 | 5.05 | |
| 0.1363 | 8.27 | |
| 0.8372 | 43.10 | |
| 0.0410 | 0.48 | |
| -0.0923 | -0.65 | |
| 0.2256 | 1.66 | |
| -0.4684 | -2.63 | |
| 0.4936 | 3.43 | |
| -0.3011 | -3.19 | |
| 0.1753 | 2.00 | |
| -0.1051 | -1.46 | |
| 0.0524 | 1.08 |
Estimation Period:
Jan 2, 1990 to Jun 17, 2022
Jan 2, 1990 to Jun 17, 2022
News Impact Curve
Volatility Forecasts
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