TD Waterhouse Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2664 | 3.47 | |
| 0.4320 | 3.12 | |
| 0.0000 | 0.00 | |
| 0.1089 | 0.00 | |
| -4.3938 | -0.09 | |
| 22.5015 | 0.64 | |
| -57.8907 | -2.47 | |
| 82.8351 | 3.85 | |
| -70.5346 | -3.21 | |
| 46.4129 | 1.79 | |
| -46.8707 | -1.76 | |
| 71.4860 | 2.80 | |
| -135.5665 | -3.45 |
Estimation Period:
Jun 22, 1999 to Nov 27, 2001
Jun 22, 1999 to Nov 27, 2001
News Impact Curve
Volatility Forecasts
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