TheStreet Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7121 | 6.42 | |
| 0.1089 | 3.90 | |
| 0.4592 | 4.50 | |
| -0.0954 | -0.64 | |
| -0.0103 | -0.05 | |
| 0.3168 | 2.29 | |
| -0.1895 | -1.23 | |
| -0.1959 | -1.22 | |
| 0.2594 | 2.03 | |
| -0.1486 | -1.31 | |
| 0.2641 | 2.33 | |
| -0.2993 | -2.51 | |
| 0.0766 | 0.74 |
Estimation Period:
May 11, 1999 to Aug 2, 2019
May 11, 1999 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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