Trizec Canada Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9197 | 3.96 | |
| 0.3594 | 1.60 | |
| 0.1954 | 1.36 | |
| -1.6805 | -2.73 | |
| 2.8396 | 3.23 | |
| -1.9343 | -3.36 | |
| 1.0853 | 2.75 |
Estimation Period:
Apr 23, 2002 to Oct 5, 2006
Apr 23, 2002 to Oct 5, 2006
News Impact Curve
Volatility Forecasts
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