Vector Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7632 | 3.49 | |
| 0.1864 | 9.70 | |
| 0.6626 | 22.23 | |
| -0.0584 | -1.07 | |
| -0.0169 | -0.24 | |
| 0.1118 | 2.12 | |
| -0.0868 | -1.59 | |
| 0.1216 | 2.46 | |
| -0.0984 | -2.00 | |
| 0.0304 | 0.59 | |
| 0.0697 | 1.41 | |
| -0.1368 | -2.53 | |
| 0.0659 | 1.56 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
News Impact Curve
Volatility Forecasts
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