Trecora LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1736 | 5.15 | |
| 0.1367 | 8.20 | |
| 0.8363 | 42.50 | |
| 0.0601 | 0.71 | |
| -0.1251 | -0.89 | |
| 0.2511 | 1.89 | |
| -0.4898 | -2.83 | |
| 0.5088 | 3.65 | |
| -0.3081 | -3.31 | |
| 0.1726 | 1.96 | |
| -0.0853 | -1.06 | |
| -0.0091 | -0.09 |
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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